Not true. Even the default settings sound massively different than the stock stereo. Are you sure you pressed the button in and let it load? There is a considerable difference.
You may have misunderstood him. He said he got much improved sound over stock; just that the programming did not improve it noticeably any further.
I had the same exact experience. My soundbox sounds very nice; much improved over stock. Then when I properly programmed it with the dongle (dialed up 57 for 4-dr GTI, pushed in button, got dots then PF), I noticed little, if any, difference. The most beneficial tweaking of the box after install for me was adjusting the gain screw. I set it at around 75% and it has very nice, deep bass, but not overpowering/clipping.