Mine takes a while to show but it should show after an hours driving unless your in the artic. I know its cold in Manchester but not that cold

As buck says the cars are sent over to the dealers with minimum things turned on as the system is in transportation mode to save the battery while in storage/docks etc. The dealers have to enable and turn things on when it gets to them during the PDI. I would take it to your nearest VW dealer when you have 5 mins and get them to check why its off. It maybe just a sensor or wire issue.
If it was me i would be checking fluid levels etc just to make sure nothing else during PDI was missed.
I think the other posters are all asking for photos as there is only 2 Shadow blue GTIs and one GTD on here.

Its quite a rare colour for the GTI.