TDI, Direct Injection, AWD, Aluminium Space Frame, luxury hatchback (A3), performance stationwagons, DSG, LEDs,... All things that Audi pioneered ahead of its main rivals, while there was no demand for them. All things that BMW (perhaps even Mercedes who are more into electronic gadgets) would have never risked money on, unless the market forced them.
The first RS4 had 380hp (with 600hp tuning potential) while the M3 was still contemplating 300hp. After the poor 2nd gen RS6 sales, I don't think Audi was too eager to invest a lot in another hp-monster. It's not the future.