Had a quick scout around the CE module and couldn't find this, running the latest version of VCDS. I've got a March 2010 A3 BE.
I was able to enable it on my MY06 MK5 Golf GTI and it gave a lovely unique look and soft glow, completing the side light look. I've seen this done on a B8 A4, but not yet on an 8P3 A3.
Can it be achieved at all? Picture of my MK5 GTI below for clarification on what I'm describing (you can see the inner indicator bulbs are illuminated with the outer side light).