The gamble of a broken DSG not getting repaired is only the same as the clutch upgrade cost when you've reached a certain BHP modding it... swings and roundabouts.
£300-400 for an extended third party warranty is well worth it IMHO - I will be sure I take one out. More than pays for it's self if/when the MCU gives up.
It's somewhat ironic that some 90% or so of the problems with DSG are actually design faults (faulty MCU) rather than people blowing them up by exceeding the mythical torque limit of the box due to sending too much power through it, which is what everyone seemed to be worried about in the early days. Mechanically they seem to be pretty robust - its the mechatronics that are the weak link.
Despite VW UK's attitude to the DSG problems, I can confirm that VW are very very aware of the problems that exist. Just like they are VERY aware of the issues with FSI engines gunking up their inlet valves.
EDIT: I'm from Soton orginally too... And my R was registed at Peter Cooper as well