Yes, it goes into the OBD port - it has power, ground, comms, spare pins, and very low installation/testing hassle. The OBD port can be unclipped and pushed in, or a slim Y connector can be used if the device is to be hidden, or it could be wired in anywhere that you could wire in an OBD socket. I've wanted to do a wireless OBD interface for a while since few of the available options are good enough for realtime tuning, but needing the ethanol content sensor on CAN resulted in a combined design. Another plus for using the OBD port is that I noted that BMS said there was more data available there from other modules (through the gateway) rather than on the powertrain CAN side of the gateway, so it seemed a good plan.
It doesn't mean that other devices on the CAN bus could not go under the hood and have more I/O in future.
Today I took my D4 S8 to the dealer to get a recall done on the leaking turbo coolant lines, but it included an ECU reflash. They wouldn't do any of it because it had been tuned, but I don't have tuning gear for it as I had someone else do it a few years back. So ordered something for doing that through the OBD port, but in the meantime, pulled the ECU to get a backup and restore original (nightmare windshield cowl and bracing to get to it, similar overall hassle to a BMW N55/S55 DME except you can plug in the ECU and test it much easier) and flashed it on the bench once I could work out the VAG files to obtain an original.
Yesterday did some testing with late model BMW and Audi gateways to see what CAN messages I can get through - basically flood it with packets from either side and see what goes each way. Some nice options on both models to get realtime through the OBD port on the Audi, and ethanol content sensor in through the OBD port on the BMW.