I think its more the taller profile of the winter tyres, and possibly also the softer compound.
The steering in the GTI is quite direct, and with the summer tyres being 225/40 there's not a lot of 'give' in the sidewalls.
The winters being 205/55 are a bit taller in the sidewall, and the tread blocks also move around a little more on a winter tyre.
I would say there is more of a difference in the GTI between 18" summer & 16" winter, than there was in my A3 which had 17" summer tyres, but it still handles well and despite being narrower I haven't noticed any less traction.
If I hadn't already had the 16" winter wheels, I would probably have gone for 17" in either 225/45 or 205/50, but it was a bit of a bonus that the wheels fitted straight on and it helps spread the cost of them over more years!