Either that was missing from my VR65, or my installer made a mistake. Certainly I have a thermostat attached to my cylinder in the manner you describe, but it's a Honeywell unit, not a Vaillant one.
Cheers
You can connect either a cylinder thermostat or an NTC sensor to the VR65; the VR65 manual shows the NTC for use with the Vaillant Unistor only. I used the sensor on a standard cylinder from Screwfix.
It's a standard VR10 sensor, you can get one from Vaillant.