We had the rear side bags on the A4 (we wanted the car, it had this extra option which we got for "free"). Dealer and several safety/car people I talked to recommended having the bags turned off by the dealer for children in car/booster seats.
Rationale - if you read the warnings, these bags are fine if you are facing forward, but if you are, say, hanging out the window (or leaning on the door, etc.) they can cause a problem. Given how fidgety the average 2-year old is it is considered risky to leave them on with kids in the backseat (or at least so I was told).