That's a live feed to the starter - unfused too. ECU isn't really at risk, it's the wire itself melting and/or catching fire that's the worry. On the other hand, the wire's spec'd to carry the starter motor cranking current (which is a lot - a few hundred amps usually), and the battery gets flat pretty quickly if that current is constant so the risk isn't as bad as it might seem. Certainly not bad enough for VW to think it warranted the expensive of a fuse and fuse holder!
I replaced that and the alternator harness on mine in the rebuild, the insulation on the original wires was getting very stiff and brittle. Most modern cars will have a beefy slow-blow fuse inline on that wire these days, which still takes a fair bit to blow.
