Sport mode at highway speeds in the TDI- not much difference from D. Maybe quicker to drop to 5th/6th in S, which doesn't really help. Sport Mode around town, under 50-60MPH- noticeable difference, tauter throttle control, puts power down faster, less likely to be two gears up from where you want.
It might come down to driving style, and how the drivetrain has adapted to your style. Try resetting the transmission learning.
'16 TDI fixed, no mods- for reference.