Interesting question. I have had many dsg cars over time and recently and before my eddy a TTRS with dsg. I specially went for a manual eddy as I didn't feel dsg offers the same experience you talk about on a tuned car. My eddy is stage 2+ and hence has masses of midrange that really throws you back in the seat. With a manual you can pick the gear you want, put your foot down, wait for the boost to build, then wham you off. You get that whole rush of speed. With dsg (in auto mode) the box will always shift down to the optimal gear, so you skip the build up and thrust feeling, you just get the thrust. Not sure I explained it well there, but as you said it doesn't feel as fast, or maybe exciting as a manual. You can obviously put the dsg in manual but I never really got on with driving in manual the whole time. Even in my TTRS at 400bhp I tended to leave it in auto most of the time. Then when you wanted to axel you out your foot down and the box would change down. Dsg is great but for a tuned car I def think manual is more fun. My wife's car is dsg and I wouldn't change it to a manual. I really like dsg, but in answer to your question. Manual feels faster. Maybe others drive all the time in manual on a dsg car, but I didn't get on with that. Seemed hard to 'get a feel' for it.
Hopefully this makes some sense ! ;)