I investigated this issue when I considered getting a tune or a going with a module. Here was my analysis:
(1) a full tune that deals with multiple parameters to produce power is potentially a safer overall solution than a MAP clamp (module)
(2) everything else held constant the tune is likely a superior performer
(3) a tune that allows home flashing is no less inconvenient that removing the module
(4) a full tune when flashed to stock has, to date, shown no known TD1 flags on a regular dealer check to my knowledge (that may not hold true in all cases)
(5) the module is not an absolute assurance of no TDI as anything from logged variables, to the Velcro left in the engine bay, to wear on the connector as you try to pry it off, to your friend’s buddy’s uncle telling the wrong person you are running a module, all could still result in an issue.
Conclusion: That’s up to each person but there is no free lunch.
With point 1, I think it's based on how aggressive the tune is, and how aggressively set the box is. So it would come to which tune you picked.
With point 2, I completely agree. It's part of what keeps tempting me to get a full ED tune.
Point 3, My current concern is that the flashing process can still be glitchy a times. I've seen alot of people who had to flash a few times in a row to get it to work, ie the car won't start, or it didn't actually flash. I know it's more of an inconvenience, but it would freak me out if my car wouldn't start. Also confirming it's stock, and no traces are left isn't a feature yet. (probably coming) On top of this my imagination likes to run wild with different scenarios. If something happens to me at the side of the road and it needs to be towed to dealer (unlikely), I've learned it only takes me 5 minutes to remove the module and put things back to stock. If I need to flash back to stock, luckily ED has a self flash system, but I need to maintain a good internet connection to make sure it happens, (usually no issue), but I would need the flash tool with me and a tablet at all times (I already keep the vagcom and windows tablet under the passenger seat in drawer). But if there was some kind of electrical problem, I might not be able to flash, or an ECU glitch not at fault of the flash either. (again just me over worrying)
Point 4, I think the GTIs have gone to the dealer flashed to stock, without issue. Rumors are that Audi dealers are more stringent usually. I'm waiting to see what happens to a few other owners first before I make the jump. (and see point 3 about confirming a stock flash)
Point 5, If you are smart about it, the chances are probably minimal that you'll have issues with a module. ie not using velcro, not damaging any plugs, and basically taking minor precautions. Again nothing is probably infallible, and the NSA probably knows if you used a module or tuned, They just don't share with VAG.
There are no free lunches, but spend enough money and the lunches become complimentary
I've been on both sides of this scene now, my MK6 GTI was a fully loaded 4 program APR tune. And I just installed the power module on my A3 yesterday.
For me the box is one of 2 things.
1. A temporary measure before I get a full ED tune while the issues mentioned are worked out. It lets me have a little more fun, with in my perception a smaller amount of risk than a full flash while there are questions still.
2. Something I do to keep the tuning itch away. I loved the tune on my MK6, and it was great. But I really never pushed it or used it. I just liked having it. Which does seem like a poor use for the money.