Couple observations about the T'reg (and this is not TDI specific) that tends to cause the "horror" stories, real or perceived as such:
They are hard on tires. Their tires are expensive. Yes, there are cheapo no-name brand tires you can get for less, but they are generally noisier and if the compound is hard enough to last longer then they just go square and get even noisier than they already were.
They are hard on brakes. And again, good OEM level brakes are not cheap, and they are more labor intensive to replace than many other cars, even other Volkswagens.
I have had LOTS of T'reg owners who liked them OK, but had to deal with $2k worth of scheduled PM and brakes and tires every 20-25k miles. No, that is not an exaggeration.
These are EXPENSIVE vehicles. They were expensive to buy new, and are expensive to maintain. That is not a dig at them at all, this is no different than a big Audi A6 or A8. But all too often folks buy them have "Jetta" in their mind, and they end up being shocked at the fact that they have a vehicle that costs thrice as much to keep on the road... maybe even more depending on equipment, driving style, etc.
I am not a big SUV fan, and the T'reg to me does not really offer anything special over a lot of other vehicles. The B6 Passat wagon has more interior volume, and if you honestly feel you need it, was available with AWD (as was my B5 wagon). The T'reg can tow more for sure, but I would not consider it an ideal tow vehicle for super heavy loads for lots of driving. An F250 would do a better job, and would likely cost less to own.
But as far as the genre is concerned, they are decent enough in that regard. They perform and drive as good as their closest similar arranged competitors like the Mercedes M-class and BMW X5 and Jeep Grand Cherokee/Dodge Durango. The V10 versions offer Space Shuttle like acceleration, and are a thrill to drive and make a neat sound, but the later V6 diesel is a more down to Earth (and now NLA) engine option.
I think the people that like them, love them, and are not necessarily scared off by higher PM costs because they knew this going in, and do what they need to do to keep them in good order. But a lot of people who bought them were quickly scared off after a few bank account assaults that caught them off guard.