I ended up "stranded" at home in my departed Jetta TDI Sportwagen - I picked it up as a VW CPO from a VW dealer and they sent me on my way with it without a key. Found out the hard way ~8 months later when I came out to a flat tire, removed the decorative lug bolt covers and bam there is a wheel lock but no key in the glovebox or spare tire well.
Still had the CPO roadside assistance so VW sent out a third party saying they should have the tools to remove the lock to at least get the spare on. Roadside tech comes out and breaks out a universal lock removal kit, takes one look at the lock and says nope. Tells me the locks that VW/Audi use can only be removed by dealers and universal key kits don't work with those locks. Ended up flat bedded to the dealer and I think paid $35-40 to have all 4 removed and replaced with regular lug bolts, because I didn't have it towed to selling dealer (20+ miles away) I was on the hook and had to seek reimbursement from selling dealer for not providing the key.
I don't think wheel theft is really a thing much anymore so I'm not worried one bit about not having locking lugs, yeah I am sure wheel theft still happens but prob not as bad as it was back in lets say the 90's.