My car's standard CD Player did the same. It was quite neat actually because it was so subtle I only appreciated it when it was replaced with the Empeg.

The VAG name for the lead on the ISO connector which has the speed signal is called the GALA connector. The OEM satnav also makes good use of this to guess where you are in long tunnels and such.

Anyway, yeah it is neat. The flipside is I simply don't miss it enough to do anything about it. I would imagine it would take some electronics hacking to interpret the GALA signal, and something to talk to the serial port and relay that data, and then some client software on the Empeg to do the volume thing... not to mention all that taking the sled in and out and driving about testing. It sounds like a lot of work for that relatively minor feature.
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Hussein