It sounds like your soundaktor isn't operating correctly.
This is a known issue, has been noticed by forum members in the past.
See these for what differences you should hear, and how it works:
http://www.audi-sport.net/xf/threads/dsg-sport-and-dynamic-mode-the-same.216363/#post-2154603
http://www.audi-sport.net/xf/threads/drive-select-question.210684/#post-2092833
This is a known issue, has been noticed by forum members in the past.
See these for what differences you should hear, and how it works:
http://www.audi-sport.net/xf/threads/dsg-sport-and-dynamic-mode-the-same.216363/#post-2154603
http://www.audi-sport.net/xf/threads/drive-select-question.210684/#post-2092833
