I'd think that you still have air trapped within the coolant system, I bought a Draper Coolant Vacuum Refill Kit not because I wanted to, but because I thought that I would need that when I replaced the coolant after fixing a slight leak in my old S4, that worked okay, or at least I probably ended up with less air trapped initially, when I dump the G13 out of my wife's 2015 VW Polo I'll probably need to use that to minimise the chances of ending up with air trapped in its coolant system.
Eventually your system might end up purging itself of all trapped air, some earlier cars with the old 1.4 16V 86PS petrol engine were tricky to get rid of trapped air, I ended up finding out that the only or best way to refill that engine's cooling system was to remove the engine coolant sensor and refill the system with that out and continuing to refill once only coolant was coming out while refitting that sensor, a bit tricky doing that yourself, but it worked first time after failing to get rid of the trapped air by driving it a few times!
Edit:- maybe tell us which engine is fitted to that car, it does sound a lot like it is a TDI though!