Otherwise, if there is no pre-existing private channel, the key (which by the way would have to be the public key, not the private key) could be switched out by VW acting as a man-in-the-middle, allowing it to access all encrypted content going through it.
The same is true for Apple. There are parts of the protocol or the pairing where you have to trust Apple, either their servers, or if the establishment happens locally via bluetooth or similar, their software that runs on the local devices.