Craig, without me writing a 30 page essay on the subject and boring everyone to sleep, lets just say VW has never been exactly linear about its Special Edition Golfs.
The actual Golf model cycle can vary quite a bit and overall market conditions will dictate what special editions they punt out.
As Neil says, the R isn't anything special and just carries on a long line of uber Golf that sits above the GTI.
The GTI moves about in the range according to market conditions too - in the mk2 days it was the best seller (in the UK), in the mk3 days it was a duffer and in the mk4 days it was a trim level, the mk5 revived it as a cult car when VW saw hot hatch sales rocket and all they had to offer was a Leon... and so it goes on.
The R borrows its blue trims from the 1980's VW Motorsport department - anyone remember the 1990 G60 Limited? 4wd, supercharged.
Then there's the GTI itself. Many models we didn't ever see in the UK, especially in the '80s heydays when VW UK wasn't even owned by Volkswagen. We didn't get the G60 at all, we didn't get the Wolfsburg Editions, the Fire & Ice editions etc etc.
So yes, VW has been producing special GTI's almost as long as they've been producing the GTI (Pirelli/Campaign, Oettinger, 20 Million Edition all from the first two generations of Golf to name just a few more).
Then there's the Rallye which played a very small part in the UK due to very limited numbers but became a cult car in itself.
Since the mk3 days and the VR6 slotted in above the GTI, followed by the VR6 engined V6 (plus V5), the R32 then the R (which only came into being as turbo engines developed and V6s became the enemy of the polar ice caps).
So we've always had all these overlaps.
The first Anniversary was the 20th - same power as a regular GTI and a 110BHP Diesel engine included on the continent, just a few fancy trim specs.
25th Anni also saw the Diesel reappear, the petrol got more power and it was a popular model yet VW also had an R equivalent in the range- the V6 and the R32 just waiting in the wings.
30th Anni - hugely popular because of the detuned R engine, and at almost the same time in Europe the Pirelli appeared in homage to the mk1 Pirelli/Campaign - yet the R32 was also in the range.
35th - a bit of an afterthought 'special' in many ways but again, up against the R and not a massive price difference between them as the R got leather as standard around the same time.
40th? At least VW are doing something a bit different with this one compared to the 35th - but by now the range is becoming very diluted.
You can't really look at what models become cult cars on the second hand scene as that's not really in the engineers brief - VW just want a bit of publicity and to sell new cars; once the model has run its cycle then all eyes are on what follows as far as the shareholders and management are concerned.