You've answered your own question, the car is new and you haven't taken it above 4000rpm. The DSG still has 2nd selected because of your RPM's and when you ask for 4th it has to change from 2nd to 4th causing a delay. You can easily test this by dropping the car into 2nd under the same conditions. Nothing to worry about, the gearbox won't select the correct every single time.
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