Simply put, a vehicle manufacturer cannot deny a warranty claim because XXX device was installed/not installed, especially if said part did not have any bearing, influence, or direct causal effect on the part/compnent(s) that failed.
I would not let VWOA off the hook if what the OP said is 100% accurate. If we're to take the OP's account at face value, the dealer's statement claiming the cause of the failure was not due to contaminated fuel is already an admission of sorts. Just because the fueling guard was not installed should have no bearing whatsoever on the warranty covering the HPFP.
If I were the OP, I would call VWoA and request to speak to the regional manager in charge of approving warranty claims. If that can't resolve the issue, then I would consider legal options.