Funny I was talking to my friend who works for VW finance in a main dealer last weekend. He was saying the R's are flying out of the show room at the minute and hardly anyone is buying a GTI due to the PCP deals on the R.
He was telling me internally they are worried as customers who have purchased an R will more than likely not have any equity in the car at the end of three years due to market being flooded with used R's. They are expecting R owners to only receive their GMFV which makes selling them a new car tougher. He did say GTI owners could be quids in due to higher residuals. Its all swings and roundabouts go and enjoy the GTI its a great car 
I doubt that GTIs will have better residuals as a result of plenty of people jumping into an R. They are likely to soften if R used prices are lower than anticipated. If the R is the better car in the view of the buying public than the GTI, why would GTI used values strengthen?
Supply and demand is exactly that, one affects the other. If more people want an R than want a GTI then that is going to do nothing positive for used prices. If there are plenty of used Rs out there in a few years time, on the back of the lease deals and the demand is there for them, used prices wont soften either. If the demand isn't there then they will fall some, but the R should always be worth proportionally more than a GTI. If the R used prices fell to anywhere near what a GTI's are right now then the GTI would have to fall from where it is now. The R is a different car to the GTI - 4WD traction can't be replicated with a tuning box or remap. You can tune a GTI up to near R levels, but do the same to an R and the gap will still be there.
There's a fair bit of scaremongering going on right now with the R, but personally I don't think VW can afford to let the GTI's GFV fall below 50%, and indirectly to let the R's fall much either. One of the main reasons the Golf does so well in sales in the face of cheaper competition is it's strong residuals. Take those away and people will be looking to save thousands by moving to other hot hatches that are cheaper to buy in the first place. Take away the "equity" (p/x value above GFV) at p/x time for those on PCP to keep you coming back to VW and there may be more sales lost - that equity is engineered to promote brand loyalty. VW engineers the financials better than the cars these days, I can't honestly believe they've dropped a bollo<k with R GFV.
They're both great cars, but the GFV fate of one affects the other very much.
I still believe it's enthusiasts that frequent forums such as this one who are buying the Rs, the general car buying public don't know what an R is. I believe VW hasn't got through as many Rs as it had planned to, and as a result we're seeing some of these lease deals to get the cars on the road and seen.