I can't speak for the MK5 but my MK4 always felt lazy and underpowered considering the 3.2V6 lump.
The Mk5 R32 also feels like that, though the V6 torque is quite nice!
As others have mentioned I suppose this is down to the weight and 4WD - why didn't VW load the MK5 with more BHP like the S3?
They can't bump the R32 power up, because the narrow angle design of the R32 VR6 engine makes it difficult to correctly cool. Think of the Bugatti Veyron, with its' W16 engine (basically 2 VR8 blocks mated together), that needs something like TEN radiators to keep it cool.

BTW, the S3 does not use the VR6 engine, but actually the 4 cylinder 2 litre FSI turbo, similar to the GTI.