Yea pretty annoying, my 2005 MK5 GTI kept them on, I think it was changed in 2007/8 in the MK5 and then the MK6.
I was going to change it on the Fuse box (Fuse 42) to a permanent live circuit but when I looked at it, " Blocking diode 2" was also at that location and I wasn't sure what that was connected to, it may be just the protection diode for the 12v socket circuit.