I own a B class, and have driven a few newish A class on loan now from MB, and OK these were not the AMG, but I can tell you this.
The Golf will handle quite well. The A45 will not. The steering on the A is vague and artificial to say the least. The Golf has a very good ride handling compromise. The A45 crashes and the damping sucks.
The build quality, (both materials and fit, engineering etc.) especially the interior trim is not up to VW/Audi levels, when you compare these two models at least.
The A45 looks nice, but as an on-going ownership proposition, Golf every time.