So I did a search - I took my car to the Audi dealership with the TSB in hand 2024200/2 and also the 2010 A5 Audi brochure.

The TSB states if XM/Satellite radio is missing that they need to flash to newest:

I also showed them the brochure for that year car. It states XM/Satellite radio is standard whether it's the stock radio or the 3G MMI (which only comes with satellite). They tell me not all of those cars came with it and not to believe what the internet tells me.

Here is the brochure:

I've got 3G MMI for sure, not sure the rev# but that's why I took it to the dealer.

They said they pulled the headliner back and only show two antenna connections, and that there should be a third for the satellite radio. Am I wrong in assuming my car should have satellite radio when all the information I've pulled shows that it should have it?
Is there a physical module that should be installed for it? If so, does anyone have a picture of it so I can check it out? I'm not confident the dealer will be able to resolve my issue, and I'm tired of loading my SD card with music.