I to, have had similar thoughts.
I owned four Subaru Imprezas between 1998 and 2016 and decided not to buy one with the 2.5 litre engine as they had problems with it, so I bought an AMG A45 which turned out to be faster down the straights but dead around the corners. The Golf is much better, quicker down the straights and has more feel in the corners...but it's still not as communicative as a Subaru. The Subaru and Mitsubishi are lighter, more sporty and agile and have more presence on the road, yes its not the first car that would be let out of a side road but they do have an intimadation factor. Owning just one car, it's the Golf.