Not on a saloon - - although some years ago I did have Audi's own-brand cross bars on an Avant which didn't have roof rails fitted. It was certainly a very solid fitment.
But - interestingly, on another forum I frequent (kayaking / canoeing) there is a discussion underway on cross-bar options which includes a worrying tale of a budget bar failing with a kayak on the roof. I'd tend to suggest something like Thule as being a good option to consider - there are certainly cheaper options, but what price safety?