My Golf did the exact same thing. Nail it mid gear in 3rd and I'd get about 13psi. Nail it from a hard 2-3 shift and I'd pull 16-17psi every time. I don't know that it's a problem as much as it may be a boost reduction by design. My MS3 is the same way.
Edit: My friends AUDI TT does it too. Both stock, and with Dahlback SW. My golf did it stock and after it was remapped with GIAC SW.
Edit: My friends AUDI TT does it too. Both stock, and with Dahlback SW. My golf did it stock and after it was remapped with GIAC SW.