I think it's largely because style-wise the GTi is so low key, especially from behind.
I had a guy right on my bumper in a BMW 320Si plastered in BMW Motorsport livery. Followed me off a roundabout on to a dual carriage way, let him get alongside me, then annihilated him. It's in situations like that were the GTi feels like a very quick car, when someone in a decent bit of metal who is trying their best, simply doesn't stand a chance.
On the motorway it's very difficult to spot a GTi from a sensible gap between cars. I had some boys in an Clio pull up to me in heavy traffic on the M62 a while ago who had the audacity to flash and wave me to pullover, even though I was doing around 70mph. I stayed put until the traffic eased, gave them a wave, and disappeared. Tools.