I was cross shopping these cars as well and ended up with a Stinger. I also own a 2018 GTI SE as well as my Stinger GT1 AWD, however, so I can give you a little insight into the two chassis.
I love the GTI for the snappy steering and the go-kart size, it's the perfect car for a dense urban area. In fact, if the dealerships around here would have allowed for test drives (common for VW to not allow test drives on R's) I probably would have ended up with an R. The DSG and the AWD was/is very appealing and I think makes for a nearly perfect "do everything" car, plus I love the look of the MK7.5 Golfs. The no test drive policy was a hard stop for me, so I test drove a Stinger and rest was history as they say.
People can crap on VW all they want, but if you haven't owned one in recent years (2015+) just keep your outdated opinions to yourself (gee, what other car brand do we know where people like to talk shit due to preconceived notions?). The GTI is one of the most functional cars (you can fit a lot in the hatch) I have owned and has a factory B2B warranty (6-years/72K). The fit and finish is on par with my Stinger and I've had zero issues with it in the 2 years I have owned it. I also have a JB1 installed (~270 WHP) with
aftermarket wheels and tires and it makes for a great car to rip around the city or go to your local auto-x/track day, the Stinger is just a little too big and overweight for a track car (unless you're drag racing).
The Stinger is different...it's roomy (both can haul 4 people, but the Stinger is A LOT more comfortable), somewhat luxurious and goes like crazy when asked. The quality of materials is slightly above the VW, but not by much (both interiors have soft touch materials above the belt line and hard plastics below). Infotainment and "options" available are about equal as well (both have
CarPlay and everything has worked flawlessly). Panel gaps and paint seems to be about equal as well (I have PPF on both cars and would highly recommend if you don't like paint chips). That all being said, I much prefer to take the Stinger on long drives. The GTI is more engaging from a driving dynamics standpoint, but most of the time I just want to go hit some twisty roads, take in the surroundings and relax with my GF, and this is where the Stinger shines IMO. It makes for an absolute hoot punching it on the freeway or hitting a good curvy country back road (and it turns heads everywhere I go, the GTI just blends in). Road trips? The Stinger excels here as well, the seats are far more comfortable than the GTI which are more akin to racing buckets with the high side bolsters and lack of adjustments. The Stinger loses out on fuel economy, if that matters to you. Also, if you have to commute in traffic everyday I'd get the Stinger, the MT6 or the DSG in the VW are a bear in stop and go traffic.
Both are great cars and I think you'll be happy with either one, honestly. I think it'll just come down to what's important to you and what you want from a car: a German go-kart to rip around the city/track unassumingly or a Korean sled that'll get you around comfortably (with very little anonymity) and surprise the hell out of you (and other people) when you mash the skinny pedal.