it's disgusting for a modern car. My old 2001 B5 had less rust on the hubs.
They're made out of iron. Iron rusts. Get over it and relish the fact that whilst they may show a bit of surface rust they perform their primary function of hauling a tonne and a half (or more) of precious meat and metal to a dead stop from some fairly ludicrous speeds with no fuss whatsoever, repeatedly, for years at a time, with absolutely no maintenance.
This is a feat of some frankly astonishing engineering, only a generation ago some of the feats your braking system is capable of were considered impossible, and yet with incremental development, including advances that make a 2001 B5 look hopelessly obsolete, you now have a humble shopping car / family hatchback with more power than the super cars you had decorating your walls on posters as a kid, that is capable of converting the total kinetic energy of a car and a family of five into huge quantities of heat whilst bringing you to a halt in a distance that makes the Highway Code seem laughable, and all in almost total silence...
The rust is nothing. The proper engineering solution is to not use iron, but since that's accompanied with a c.£5k - £10k price hike for exotic ceramic brakes, using iron is a no brainer. In terms of cost, performance, maintenance, longevity, heat dissipation, NVH, and every other metric you can think of, Iron is hands down the best material for the job. Unless of course you think £40k for a new S3 plus £6k for new discs and pads every few years is ok?
So, ignore the staining and enjoy the car, or just paint them once a year. Whatever you do though, don't consider the system that saves your life hundreds of thousands of times over the course of your ownership "disgusting". There's really much more to it than meets the eye.