No, but VCDS mods are on dodgy ground if that is the case too. Stuff like turning off DRLs, disabling stop/start, perhaps disabling seatbelt warnings (not sure on that one whether it's a legal thing or not) are illegal, other stuff (rear DRLs, beep on lock/unlock, stuff like that) wouldn't make the car 'illegal' as such except for perhaps the certification stuff that Dave mentions.