Not unknown - folk in the past tended to throw them away, for some bizarre reason. Have you got the flap mechanism in the fan shroud? Reach around the back and feel for metal bars/levers at the base of the shroud.
I think folk took them out in misguided belief that it would make the engine run cooler. They obviously knew better than VW's engineers If flaps and thermo are missing, it'll take longer for your engine to warm up, reducing its life in the long term. If you're without both thermostat and flaps, it's not going to do much harm, but its better to find a set and fit them. If you're missing a thermo but have the flap mechanism, you need to make sure that the flaps are in the open position.
Have a feel behind the fan shroud, if you can reach, for the operating levers (see upper part of pic). The flap assemblies are parts 15 and 16. If you've got them, you need to make sure they're open. Engine out to fit the flap mechanism.