I assume the Caddy gets bigger rear brakes because of the potential cargo load, and similarly, 4WDs get bigger rear brakes because of the heavier rear axle weight.
I've never felt the GTI needs bigger rears personally, but I'd go with the 38s over the 41 personally. The rear brakes contribute a lot to the pedal feel, so more fluid being pushed to the back will inevitably soften the pedal.