So through the ages and my many AWD cars that I have owned (also the fwd and rwd cars), people always make the mistake of thinking that one is better than the other, and its true and not true at the same time.
Each one has its pro's and con's.
I have owned Subaru's since 2000 up to 2014, 4 in total, on the Peugeot front I have owned around 12 or so, and some Fords, Vauxhalls etc.
2 of those Subaru's I owned (one from brand new) were very focused cars, and I am not just saying that because it was a Subaru, they were designed with a specific purpose in mind.
Now comparing a Golf R with the RCZ R is stupid as has already been mentioned, both are different cars, the RCZ R is a focused point to point car and the Golf R is (and yes it really is) a cruiser, if you want the focused point to point golf then you need the GTI.
Now i can see that this wont impress you golf r owners but having owned 2 Subaru STI Spec C's (the spec c stands for specification competition and had lots of goodies you wouldnt find on your average car, not on the golf r or the RCZ R, like a proper engine oil cooler and transmission cooler, no sound proofing, thinner glass that you could only get from Prodrive, that nice company in Banbury, and yes i did have to get one 800+ quid windsrceen from there), it was built to be a very focused car.
It wasnt exactly brimming with the top of the range gadgets like sat nav, traction control, esp and the likes, it lacked dead locks as those added weight, oh and central locking... it was pretty basic (wind up windows and you couldnt even adjust the mirrors from the inside, you had to push on the glass to do that), though my 2nd one had the creature comforts like passenger sun visor and electric windows, central locking and electric mirrors, this car was a total monster, not much could keep up with it in many departments (and yes it is a quicker car than the latest mk7 golf R, in gear, through gear, 0-60, 0-100 etc, and it handled better).
I wanted a change, I already had an rcz 156 gt which i enjoyed, I had a test drive of the rcz r and was hooked, it gave me nearly everything the Spec C did (slightly less practical due to the lack of doors), better fuel economy, it handles better (yes, fwd and handles better than a Spec C, damned amazing but ill be stuck if it snows :lol: :lol: ) oh and its more comfortable, i dont hear all the stones bouncing off the underside of the car now.
So what does this have to do with the Golf R?
Well the Golf is quick, no doubt about that, the 4wd gives it the traction it needs off the line, in gear... with the dsg you are ok, it does all the work for you, its pretty idiot proof, 4wd gives you traction (grip) not necessarily better handling as Jassey pointed out (been there, know about that), being the better handling car, well its been proven that the SEAT Cupra R handles better and that the RCZ R handles better than the SEAT, on the road? I doubt you would ever get to push any to their limit but the RCZR made one huge point when I took that car from Lancashire to Berkshire (and I would have done that on a tank of fuel, 55 ltrs and nearly 450ish miles) something the Golf R or the Subaru would not have done, and for 6 hours I sat in the RCZ R (except a pit stop for the toilet), getting out at the far end i felt pretty refreshed, the Subaru would have tired me out and the Golf would have bored me to death

but that crap handling RCZ R kept me wanting more windy roads to go along.
Now slightly off topic, the guy who I purchased my first Spec C off use to do Subaru's in the UK before many of the importers did, he now does VW group cars (inc Bentleys) because 2 marques he likes are Subaru (abeit I.M. have pretty much killed them off in the UK and we dont get the JDM models over here which are far better but still have a dacia type interior) and VW's (Skoda/Audi/SEAT etc).
He drove that RCZ R and was seriously impressed with it, you are talking about a guy who sees more VW branded cars than most people (and drives them), if it wasnt for the fact he wants an Audi RS1 (if/when they come out) he would probably buy one.
FWD/AWD/RWD, never think one is better than the other.