If you don't notice the difference with it on (as you get used to it), try taking it off and see the difference - it'll feel like you're driving through treacle!
Do the signpost test or something similar.
Also, might sound daft or condescending, but are you driving it right? Is this your first performance turbo diesel, coming from a petrol maybe? The change in driving style takes some getting used to.
What I mean is, when you want to accelerate hard you should be always above 1800rpm in anything but first and second gear, but the car has the best response from 2300 - 3800rpm, keep it in that sweet spot and you should know the difference. If you sit in 6th doing 50mph (1380rpm) and then stab the accelerator, that car is not going to respond too keenly until you pass 1800rpm. The engine is likely only putting out between 80 and 90hp before the turbo comes into play....no turbo = no power. You can easily use some light acceleration to creep up from 30-40mph in 4th or 5th gear, but if you want to change pace quickly then you need to be doing at least 1800rpm.
I've also found that driving mode of the car changes your perception of what the box is doing. Without the box on, sport mode definitely feels livelier at the lower end of the turbo range (1700-2200rpm) than normal, but above that the two modes are pretty much the same - i'm guessing VW put in a modest boost increase in sports mode at the lower end of the turbo zone revs. My car is about 10% thirstier in sports mode than in normal mode (with and without the box) and also the initial urgency in sports mode gives you a false sense of power at the lower end, making the upper end feel less urgent. If you are in Sports mode now, try putting it in normal and see if you can appreciate the difference the box makes more clearly. It won't be any less powerful above 2500 revs, but it definitely makes the power delivery seem far more linear when you are in normal mode. 3+1 or 3+2 is where you'll probably want to be.