I wanted to do this to my GTI back when I got it in 2009... Then I thought, like others here, that it would take a part of the GTI away by making the rear look like an R32... However, I have recently been seriously considering it again - looks just plain beautiful!
....As a professional designer (now retired) I noticed that the moulded shape of the Mk5 R32 rear continues the style of the side valances of both GTI and R32 Mk5, but the stock Mk5 GTI rear doesn't. Therefore I believe that the R32 rear bumper is a better style match than the GTI's.
However, it is the very distinctive exhaust tip configuration of the Mk5 R32 which immediately and strongly says "R32!". Fortunately, the R32 rear has cut-outs which allow for the GTI twin pipe configuration (and quads as in my case), so by not having the typical R32 exhaust config and by keeping the GTI badge, the result is not pretending to be something it's not.
The photo might help clarify my words/opinion:
^ Note the continuity of style on each side of the rear wheel (the shape has a natural highlight).