It should be a straight connection to the POS and neg on your battery. Used to trickle charge or attach some accessories to, like heated gloves or jacket. It should also have a fuse somewhere along the line.
That is an added accessory that the dealer must have installed. The rubber plug should be pushed over the connector and it will be mostly free of dirt and moisture, but not completely.
I have mine routed out the left side, below the seat and above the side plastic. That is a common place for it.
Did the dealer charge you for anything extra?