yeah its a good question...
i probly could have bought an A4, but to get 3.2 quattro you start runnning into 36K plus... I also considered a 325, and at one point even an M3. i also looked at Minis, accord coupes... and then I started looking at VW and found I really liked the Rabbit.
I kind of backed into getting the R32 - I was going to get a Rabbit for fuel economy and low price. Then I figured i'd get a GTI to be more fun to drive... but then i wanted all the luxury features and wanted to get rid of interlagos cloth, and ... pretty soon i was up to a 29K GTI and couldn't find the exact combination of colors and features anywhere. Then I found a dealer who offered for 2K more than the loaded GTI I could not find, the R32 in the gray color I wanted. thats the short answer.
The longer answer is more philosophical... I also like Audis. My wife had an A4 1998 1.8T Quattro and I had a 2000 A6 2.7T Quattro. That was probably the most expensive car i've bought, and had the least problems, seemed best built. It had every feature you could get. What a car. Mileage was only so-so. Mostly because the car demanded to be driven fast. I got rid of it in '03 and got into land rovers, had an 03 Discovery for a while, wife got an SLK 230, then we had a kid so SLK got traded for Lexus. Then I got into repairing used cars and we have at one time or another had an '87 560 SL red over saddle leather (sold), then a 97 S420 (we still have), a 1991 Range Rover (still have) and a 2000 Range Rover (sold - terrible mileage and always demanding most costly repairs)..... anyway a long story... i guess my point, if i have one

is that after taking apart Mercedes v8 engine (the 560), doing ignition coil replacemetns (the 420), ignition coil pack and air suspension work (2000 range rover), and a 3 year long restoration including body work, floor pans, rust repair, paint, electrical, AC, stereo, interior re-upholstery, headliner, re-veneering woodwork, bumpers, winch, etc etc on the 1991 Range Rover I kind of feel like I've seen the best and some of the worst the industry has to offer. From perspective of part qualities, build qualities, whats common across brands, what is unique/better about others. Anyway I said to myself: I am sick of repairing this 2000 RR. The 1991 is like almost new now. The wife's 97 s class is all working again ... I want a good dependable car that will get twice as good mileage as I am getting in this SUV, that wont have a car loan, and will be fun to drive.
The R32, more than the GTI and almost as expensive as an A4 3.2 Quattro, was less than a john cooper works Mini, less than a loaded Accord V6 Coupe, and just kind of fit exactly into what I was looking for...