Not to sure on such a new car, but I think that is the temp sensor for the aux fan. Yes it should have had a new copper washerwith it, and yes you need that washer. You shouldn't need any high temp pipe dope, but a little teflon tape won't hurt.
To repair, remove the sensor, install copper washer on sensor with 1 or 2 wraps of teflon tape to threads, reinstall sensor, attach lead to the post and admire your handywork.
'73 280SEL 4.5 (9/72)- RIP
Only 8,173 units built from 5/71 thru 11/72
'02 CLK320 Cabriolet - wifey's mid-life crisis
2012 VW Jetta Sportwagon TDI...at least its a diesel
Non illegitemae carborundum.