With regular fluid changes every 40K, haven't heard of anyone around me having a single issue.
Even those buying used with no previous servicing, fluid and filter change hasn't revealed anything odd.
Keep in mind the DSG is nothing more than a manual transmission with an auto shift (Mechatronic) system added to do the clutching and shifting. Its not likely you will have any issues beyond what a manual transmission owner would see.
Given the fact the computer does the clutch work, the DMF should last longer since you can't dump the clutch.
It simply removes all the owner induced issues that can pop up over time common to a manual transmission, in other words they should last longer despite the more frequent fluid changes.