67 DSG here, and i sometimes get the same feeling....
I was sure i had an 'issue' maybe turbo, but all is apparently well.
I think its a number of things. The turbo 4 pots arent actually super torquey which gives you the pull/shit this things fast feeling coupled with the fact they are rev hungry and the sloppy DSG/pedal feel in drive mode i think it feels slower than it is at times.
I have found to really get the best out of the R its in the high rev range and you really have to be on it, they come alive at 7/8/9 tenths but 95% of the time thats just not safe on public roads.
This is also compounded by just how capable the car is, the complete lack of drama a lot of the time again makes it feel slow but you look down and realise how effortly you are hitting these speeds.
Its a phenomena all round package especially if you are lucky enough to have one as a daily, but the fact its so good loses it points with that one thing we love as car guys, Character, and this often comes from flaws....
This is exactly where I get the M140i thing. They are almost the exact opposite, fall apart above 8 tenths, have more torque, and struggle with traction etc in non perfect conditions. What does this mean, drama, excitement and a real feeling of speed.
Theres not much, especially for the price (RS3 saloon, B9 RS4) I woud rather have as my everyday car. But if i had a run about and wanted something to really set my heart on fire at the weekend would I but a Golf R, probably not.