Because the R doesn’t have sport mode. It has Race mode ( it’s the same thing as I said )
It certainly does have Sport mode. You can go between drive and sport mode to do the same thing then, minus the noise!
You're getting a little confused. 
R Driving modes - Ind, Race, Normal and Eco (and Comfort if you have DCC). 
Then you can flick the gearbox between D and S - which you can do in any of the above modes. 
GTI doesn't have Race but has a Sport driving mode instead. Slightly confusing.