Okay I got the solution: if a VAV HW Rht Coil is added to the demand side of a system, you have to assign the VAV HW Rht Coil to a Plant Loop (a different process for some reason than adding a regular hot water heating coil to a plant loop).

On the plant there is not a node that auto links the coil to the air-side system, but I do not know if there is a good reason for this.