Hi,
You can remove and leave it out but the round bead part that goes down into
the slot in the molding is supposed to act as a "lock."  A cheap way of
retaining this locking feature is to go to Home Depot and but some black drip
irrigation tube that is the same diameter as the round part of your PVC
windshield finisher.  Pull a section of your finisher out to take the store
with you to match up.  Use some soapy water to help slip the new tubing into
place.  If you want to get fancy use a drip tubing double barbed connector to
splice the ends together.
This solution doesn't have a VW blessing or part number but it does work and
look just fine.  Total cost...less than $5.
Cheers,
Kevin Dawson
87' Wolfie 1/2 Camper