Depends on how hard your foot is on the gas sometimes, if you bring the foot back a bit as it revs higher it can delay the shift. A few companies have DSG tunes available that claim to improve D mode so it doesn't upshift too early, while also making S mode more usable by getting it to shift sooner.
That said, if you're ever on a mountain road trying to keep up with a fast 4WD WRX or something S mode does help keep you in the power band (I drive in M a lot but don't always downshift as much as might be optimal).
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