Can't see the pic of the adapter but I presume you are talking about the steel sleeve that was fitted to mk2 & 3 golfs etc. I think the spacing on that is wrong to fit the Audi column properly iirc hence why the seller says the turn signals won't cancel. I think it will space out the airbag slip ring too.
Personally I'd just look out for an early B5 sport steering wheel so everything fits properly.


which doesn't fit my a4 b5 1997 which's steering column is too slim for this wheel, i have found an adapter for it which looks like this






