This happened to me once a few months ago shortly after I got my gti. Pull up at destination, turn ignition off, remove key - but engine is still running. I put the key back in, and turned it 2 clicks, then switched it off, and it shut down. Don't know to this day what caused it.
There is little to no info out there about this strange issue. I read something about the engine cycling oil through the turbo after switching engine off if it had been under hard use, but I doubt this would basically just be the engine staying on and still being driveable.
Please update if you find a root cause....