It's a shipping wire. The dealer normally plugs their computer into the car and disables "transit" mode; but I guess they can also just unplug that wire. Mine is connected.
I have a workstation set up with DIS, TIS, SSS, INPA, NCS Expert, WinKFP, Tool32 with an K+D CAN interface; PM me if you want to stop by and code your car. ISTA/D + /P with an iCOMM interface finally here!