It is called "parking assist." I just recently bought a 2012 TDI and thought possibly I had a short or switch problem because my car would do that. I took it to the dealership and that is what they told me.
In long coding (VCDS), it is referred to as "fog lights-as-cornering-lights" (FLACL). In reality, if you have H.I.D.s, FLACL is really only helpful in very low speed or parking situations, as the light that it adds is only noticeable right
at the corner of the car. As a result, at any kind of normal cornering speed you'll be "over driving" the light that FLACL adds, but it's a cool feature none the less (JMO).
If you'd like to activate FLACL, but you're afraid of reducing the life of your fog light bulbs, fear not. FLACL has a nice feature: it "fades" the light on and off, over a span of about 1 second, instead of just switching it on or off. This vastly reduces FLACL's contribution to the number one cause of bulb failure: thermal shock to the bulb filament. So, just turn on FLACL and enjoy...:w00t: