I think there's a thread on myturbodiesel.com, or somewhere, where a chap sent the VW oil (and some other well known brands) off for analysis.
At 100 deg C, VW G52 is less than half the viscosity of the others. It's thin to help with cold shifts as you say, and also reduced gear drag for better economy. But I suppose as these gearboxes get old and rattley, a thicker oil might help when up to temperature, at the expense of cold shift quality.