Is the comparison quite valid...on price definitely but I'd say the GOLF R is really the one in the same "category" as the RS/Megane.
I drove the 2.0 TCE Megane coupe recently (2008), which I think is more comparable with the GTI category wise. I had no biased either way as at the time I owned a Hyundai Coupe

For me the Renault felt low-rent, poor interior certainly not befitting a 20K "coupe". Feedback/handling whilst safe was numb & the power delivery from the 2.0 turbo very jerky. After driving my now MK V Golf GTI shortly afterwards the difference was significant & it was a no contest - to be fair the price difference was also significant !!
What also concerned me was residuals & reliability - the Renault didn't look very promising on either. Of course these were not priorities from this particular test.
Just a few of my thoughts..maybe relevant/maybe not

simon