First of all, there is no such thing as flashing back to stock/uninstalling a tune to avoid a warranty issue. Once you're flash tuned, you're toast. Only use a piggyback, and remove it when you need to go to a dealer for warranty work, if you want to retain your factory warranty. Try to drive it for a while before taking it in so the LTFT can be closer to normal.
I never heard of a dealer doing a scan in the U.S. for a rattle, but you DID mention the Soundaktor, which IS on the CAN. So if you mentioned it, a scan would have been necessary.
As for the so-called extended warranty, look on your policy to see who administers it/is the underwriter. Usually, you can get a prorated amount back, minus an administrative fee.
Some third-party "warranties" only cover what the factory warranty would normally cover, and if you're denied by VW, you'll be denied by the third-party too.
I've spoken to the local VW service centers in my city (Calgary, Canada), and all of them have said that they do random scans when cars come in, regardless of the reason that they're in. Maybe they don't scan it today, but there's still a possibility that they could do it the next time you're there.
Seems to be some sort of data gathering thing.
I had asked because I was looking at going APR, and wanted to know when/if/how they would know that it was tuned. The service advisor was pretty open about the fact that he had a tuned car, that they scan customer cars randomly (and obviously when required, if they're diagnosing issues), and that the data all went to VW. He said that VW would then advise on flags/issues with the car. He indicated that they can still usually do warranty work if it's unrelated to the flag, but that engine/drivetrain work would likely be out of warranty. He said that things like suspension and brake work could also be impacted because they, "weren't designed for the stress of the added hp."
I ended up going with a JB4 for this reason, but I'll be honest, I'm leaning towards going with a full tune, and especially a DSG tune... My '16 GTI only had two warranty issues the whole time that I owned it (105000kms), and that was for a dripping coolant thermostat, and a faulty oil level sensor.
These are surprisingly solid machines.