I always thought the GTI had a gear indicator, but I paid more attention today and realized that's not quite correct. What it does have is an indicator to tell you what gear the computer thinks you should be in.
So, yes, sometimes the indicator will show what gear you're in, but not always. If you're in third and the computer agrees you should be in third, then it will show 3. But if you're in third and it thinks you should upshift, the indicator will show an arrow and 4, 5, or 6. I don't know, but expect the R is the same.
And as far as the "money shift" goes, the indicator wouldn't help. The display goes blank as soon as you shift, and doesn't come back until after the new gear has been selected and the clutch pedal fully released.