it's to do with the way LFS handles the weighting of the car. the tyres only produce "screech" when they are heavily weighted.
to explain easier, when a car accelerates, the weight shifts onto the rear wheels.. so in the GTI the front wheels have less weight on them.. no screech. Try dump the clutch in reverse gear, the fronts become weighted and will screech.
same deal with the XRG - will screech when accelerating (RWD, weighted rear wheels) but won't screech when dumping the clutch in reverse (front wheels weighted)
the effect in itself is realistic in theory, however i beleive the effect is a bit too sensitive. while the weight shifts to the back a bit, the GTI's fronts still have some weight on them, and should at least squeel a bit.