I thought the gearing seemed a bit short too, I can't remember from my MK5 though. I bet it's at least 200rpm higher in 6th.
I never paid that much attention to the rpm in my DSG, but i know cruising at about 80 I'd get about 27mpg (indicated), and I don't get anywhere near that in my R.
I'm not upset, it'd be great for a good curvy road, but the road here in MS suck for driving. Everything's pretty much straight.