It could be that the car thinks it's cold, because it's got a faulty coolant temperature sensor. Mine had similar symptoms a couple of months ago (except mine's a TDI - but it was starting with a race up to 1400 rpm, and the glow-plug light was staying on longer than it should before starting).
If you know somebody with VAG-COM, check one of the measuring groups that has the coolant temperature in it. You want to look at that value without starting the engine, when the car has not been driven for at least 6 hours or more. The water temperature should then be the same as the ambient temperature.
In my case, the coolant temperature was often showing as minus 3 degrees when the outside temperature was plus 15 degrees.
didn't pay any attention.. sorry for my suggestion...
