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Think VW could set it up that when auto hold is on the brake lights turn off but would personally not mess with any safety features set up. Far too many potential consequences.
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It's possibly the case that safety groups in conjunction with manufacturers deem it safer to have your tail all lit up to prevent rear-enders occurring than dazzling the driver behind when stationary. Maybe a better solution would be some sort of pulsing, similar to emergency stop brake lights.
Whatever, I do like the Auto Hold in tandem with Stop/Start and ACC.
My insurance for the GTD against a '59 Scirocco GT TDI 140 manual was £39 less, so the active measures baked in to the Golf are bearing fruit at last!