I agree. I had it on my 06 black gti, hated it. Actually pulled it off. It was the bumper, 1.5 ft up the hood, front part of fenders and mirrors. Like you said, it collected crap on the edges, and made the covered area dull instead of shiny after a wash/wax.
Just checking since you are doing everything else proactively.
And please don't listen to these people. While your winter wheels don't look bad at all, they are no BBS. The factory STI BBS wheels are absolutely stunning.