It's just the nature of it being a dual clutch system. I drove a Ford Focus that felt the same. Like it was slipping then it engages. Not wrong with it, just feels different if you are not used to it.
Now that I have given it such a marvelous review, anyone want a 2018 Golf R DSG in Indium Grey with 4,300kms for $40,000?
Arguably a good deal but self promotion is weaksauce and my CL ad expired so fail away if need be.