ye, the confusing part is theres actually two interfaces inside the ebay dongles, theres the part that talks usb <-> serial, which is powered by your PC, and the part that talks serial <-> the car which is powered by the car itself.
Vagcom is oblivious to the USB <> Serial part, and the other bit gets its power from the diag port, hence as far as Vagcom is concerned, the interface isnt there if its not connected to the car.