This is a really interesting thread. It appears I have this same problem on my new Mk5 GTI
I bought the car and didn't even think to check the alarm, doors all lock and unlock fine no sound (which is the same as my fathers passat)
I took the car to Midland VW for an inspection and they cleared all fault codes except "alarm horn no communication" which got me thinking about whether the alarm works at all! Turns out it doesn't, like other people it just flashes the indicators at you!
Then the following day the car quiet subtly beeped at me when I locked it and double bleeped when I unlocked it
I guess it must have started working again? Then about a day later it stopped beeping
I am a little concerned that whoever owned the car before obviously played with VAGCOM to setup the un/locking chime and I wonder what else he has changed... is there anyway to revert all settings back to OEM? To add to confusion I have a MFD2 retro fitted (also by previous owner) which I understand needs to be coded so will it stop working if I set all back to factory?