Thats for the horn. Just a different way of doing it between B6 A4 (what the top wheel is from) and the D2. It looks like you're missing some wiring from the S8 wheel. Do you have the small black rectangular plug?
Also, do you have the airbag for the S8 wheel? They are very likely slightly different & tend not to swap between wheels of different generations.
If you can find a B5 S4 or A4 QS that should be plug n play and will have the recess in the bottom for the 'S' badge which can be swapped for an 'S8' badge
