Yes it's a bit of a mystery why Audi haven't got their own twin turbo diesel to compete with the BMW and now Jaguar performance diesels. I remember hearing about the likelihood that Audi were working on their own hi-performance diesel that would from an equivalent to their S and RS petrol model, but since that time the whole thing seemed to fizzle out or either it was at best a rumor that started on the Internet.
Though they do have two of the best diesels in the 4.2TDi and the V12TDi (D beast).