Oh that and they say "but diesel is more expensive" without bothering to do any math whatsoever...
And I suppose you've actually done the math? Because if you had, you'd see Diesel doesn't add up in our country.
Cost of Diesel in my area: 40 cents above Regular (4 bucks versus 3.60 a gallon).
Sticker price premium to purchase 2-door baseline Golf TDI over Golf 2.5l: $6,400. Let's give you $2,400 off that to account for the larger alloys included, fog lights (very generous amount of money for just those features), for a total difference of $4,000 for an engine swap. And while you can argue torque differences all day, I guarantee you that a car as light as the Golf will drive with agility using either engine, so it's a valid comparison.
Now let's compare the city mileage numbers, manual transmission (these are the most in favor of the TDI):
Rated city mileage Golf TDI: 30 mpg
Rated city mileage Golf 2.5: 23 mpg
Now you can compute the miles per dollar, just for the fuel:
Golf TDI: 30 miles/gallon * 1gallon/$4.00 = 7.5 miles/$
Golf 2.5: 23 miles/gallon * 1gallon/$3.60 = 6.38 miles/$
if you start with $4,000 in your pocket after purchasing the gas engine, how long do you have to drive until the diesel catches up?
At 100,000 miles,
gas costs you a total of $11,673 (after accounting for starting cash)
diesel costs you a total $13,333
At 200,000 miles,
gas costs you a total of $27,347 (after accounting for starting cash)
diesel costs you a total $26,666
So it seems you will only make your money back if you drive it into the ground, and then only just.