Have the same issue with my car too, its usual in bright sunlight to realise the headlights are on, and then when its getting dull, and they should come on they don't.
Had exactly the same problem on my previous MK 5 GT TDI, and the stealers didn't have a clue, their only test was to drive it in the workshop, see the lights come on and say all was well!.
The auto system on my 5 series beamer works spot on, never too early never too late, seems VAG need to go the same supplier as BM.
So my tip is simple, don't bother with the auto setting, and do it the old fashioned way by turning them on and off by the switch.