Legally, the DSG models are classed as automatics, and I believe the legislation on cars with an automatic transmission requires there to be an interlock so that the brake pedal must be depressed when moving from neutral into drive or reverse, or park into reverse. I believe this arose from people putting cars into drive or reverse and the car "taking off" and the drivers then panicking and pressing the accelerator rather than the brake, exacerbating the problem.
The button on the DSG shift lever is to control selection of S mode.
My Dad's car is an automatic around the same year and only requires foot brake to come out of parking.
On older automatics (iirc) it was always the button that was required to shift the lever from N to D.
Why having a button to go from D to S but allow you to go from D to N without it is beyond me.
I just find it annoying when stopped at lights I either have to stand on the brakes or put it in neutral and then hit the brakes before I move off.
I'm sure though that when I was test driving Mk5's I didn't have to do this on all cars, which is why I wondered if it could be turned off, they were probably just earlier models.