Yeah I don't know what the big deal is either, it's a diesel "GLOF", nobody wants that anyway regardless of what colour the engine cover is
I'm not saying it's not a good vehicle, but it's freakishly heavy, quite big (for what is supposed to be a hot hatch) and as ColeusRattus already stated, not that cheap to run (here, anyway).
A friend of mine shares a Mk5 1.9 TDI with his older brother and they're paying ~1750€/year insurance + taxes for it. To put that into perspective, I'm paying ~2050€/year for my Supra.