My wife had a recall a couple of years ago from VW on her new Polo that we spec'd with the winter package.
The letter we received was quite disconcerting, it said: "due to a possible production fault and incorrect routing of the seat heating wiring harness within the front seat, this could in rare circumstances result in either burns to the seat fabric and or passenger or in exceptional circumstances, lead to a vehicle fire" !!!
I thought WTF.... and got it in straight away. TBH, never heard or this on the Golf, but it does sound like a wiring issue, and I would get it checked immediately. Don't think you can disconnect the seat harness for heating on it's own without affecting the air bags and seat belt warning system. My advise until you get it checked out is put some tape over the seat heating controls to prevent anyone accidentially turning them on.
Andrew