i guess vw dealer may have meant heated door mirrors....
My old 2.0 mk3 estate GL spec was a "nordic" edition (i.e. cold weather model) and trust me, that certainly had no heated locks...
pneumatic system is not more prone to error imho..... my 94 mk3 as well as my 96 never had any issues with it.
not saying there aren't any but nothing that can't be solved (often just broken air pipes to corrosion on pump PCB - which in quite a few cases will work fine again after cleaning it with isopropyl alcohol)