VW is using a CAN-Gateway. The OBD-Port is only connected to this gateway.
A direct connection to the does not exist.
If you like to hear messages from a control unit, you have to tell the gateway to foreward the messages to the OBD-Port. Up to now I have not figured out how to do so.
When you connect to the radio, depending on the year your car was build, you should be connected to the Infotainment-CAN.