Ps. I realise the picture is for a Mark V but my copy claims to apply to Mark VI as well ... I presume Thule just copied the instructions ...
I know what you mean now, I also got them in the box. The Thule manual doesn't actually state that not all parts are needed and in the case of the ProRide 591, it doesn't declare that there are two mechanisms for mounting to the bars. The author of their manuals isn't the best.
The manual I have appears to only document exceptions to the install process as per the cut out diagram in your post. Fortunately, my father in law has a MKV GTI and I was able to compare the door seals (just to be sure) as I was more immediately concerned about water ingress than distortion. I came to the conclusion that they're simply parts of a universal kit that I don't need for my vehicle but it would have helped if Thule had documented this on their website as I appreciate that hard copy documentation will fall out of date.
I've had mine setup without those rubber door inserts and it works absolutely fine. I've also been through a storm with the bars on and didn't have any water leaks. I'm not leaving the bars on for extended periods, the most has been a week and the door rubbers have returned to form without a problem.
Hope this helps.