I drive my 540i with the sunroof open quite often; when the dog rides in the back seat I’ll open the passenger side rear window.
Test driving a 2011 Jetta sedan I tried this same combination as I know this can create turbulence/noise. In the Jetta the noise was unbearable at certain speeds (roll down other windows, which changes the wind dynamics, you get a different sound). In talking with the dealer; he mentioned they made improvements from MK5 to MK6 and were working to further improve.
When ordering my Golf I eliminated this potential problem by ordering the 2-door.