The main risk of driving a Volkswagen car with an axle oil problem is that the axle could seize, which would cause the wheels to lock up. This would make it extremely difficult to steer the vehicle, leading to potential serious accidents and damage to the vehicle. Additionally, it could cause the drivetrain to overheat, increasing the risk of further wear and tear, and potential engine failure. It is therefore important to address any axle oil concerns as soon as possible.