Never heard that before...myth I also think.
If you want to improve a VR6 (or any Mk3 really) you need to fit some firmer dampers.
They are woefully under-damped as standard.
Most people laugh at the comedy ride height, so lowered springs and firmer dampers are the likely solution...the standard springs are a bit soft for a car with sporting intentions.
If you want to go further, then some uprated (thicker) Anti Roll Bars too. Eibachs work really well.
People used to rave about how good the Corrado VR6 was to drive...when in reality the difference between the Golf and Corrado wasn't that great.
Add -1 degree of negative camber per side at the front and the Golf improves hugely.
Strangely, fitting a set of £199 coilovers and dumping the car on it's sump will not transform it into a great handling car!