Check again.
Coasting in neutral, you are using fuel to maintain idle. You will see a number (more than zero mpg). BUT... Coasting down in gear, fuel shuts off, --- shows in the mpg display (zero consumption).
You have DSG. It is smarter than a slushbox auto trans. Your car is in gear when you lift your foot off the pedal, so the fuel can be shut off... ---
ALSO try this, if you BARELY touch the brake while coasting, but do NOT actually press it hard enough to engage the pads on the rotors, it downshifts!!-engine breaking!! Try it. Cool huh? Saves your brake pads. Same thing happens if you press hard enough to engage the disc pads, but it is less obvious. This is a DSG capability. My 2010 JSW did this. It was the only DSG is owned-it drove me nuts, like all automatic transmissions! Just not for me, no matter how sophisticated. My '03 JSW (see below) three pedal conversion is under the wrench. Chomping at the bit!