The wire to nowhere

[likearolingston]

So in trying to fix the electrical gremlins in my DL wagon's engine bay, I discovered a wire to no where. Two wires come out of a sheath. One goes to the fuel injection fuse, and is properly connected. The other ends in a blue harness to which nothing is connected. Can anyone tell me where this mysterious wire goes to? Is it suppose to be connected? Or would it run to some optional devise which my car is not equipped with?

Thanks, ye wise ones, as always.