Well you are (all) not the only ones that spotted this hole.
I looked on a German Forum and found out that without this hole, your TDI would make a lot more engine noise. The hole chances the air-stream enough to make the engine more quiet.
And, the other way around I did see with the Lexus LFA. The air-box and intake are specially design to alter the air-stream, and in that way the car produces now a F1 engine sound.