The two US spec TDIs I've seen at local dealers both had heater cables, stored in a clearly visible pocket in the cargo area. They were both identically equipped including the Premium Plus & cold weather packages, so the heater may be part of an option package.
I didn't inquire as to where they plug into the car, as I'd probably forget before I take delivery on mine (just slipped 3 weeks to early February, due to parts shortages).
