No - it was a flippant remark only so do not worry about it!
Generally if a car has understeer, one of the counteractions is to reduce the rear tack. In your case you might have a wider rear track by 2mm. Do not worry about it, 2mm is hardly going to see you going into the bushes around corners!
Yes, in theory the lighter wheel will reduce unsprung weight and a lighter car is better, but again - taking everything else into account - you will probably not notice it! Leggera is a great looking wheel (HLT in gloss black for me...)- go for it, either 8 or 8.5, you will enjoy!
One important thing here - apologies if you know this already - check with OZ what seats the particular wheel you go for have. Being in the 'better wheel supplier' bracket, OZ use radius ball seats in their high end wheels BUT, in the back of my mind they use a different radius to the Audi oem radius. If this is the case, you must get a set of lugs that conform, and here I would advise spending the extra and buy the wobble lugs.