I don't know if this is related but I just had to have the antenna changed on my '05 S4 because of drop-outs and "no signals" for XM reception. The dealer finally isolated the problem on the 4th visit to servie. On previous visits "everything checked out OK" with no diagnostic faults.
It wasn't till they removed the antenna (roof) and measured the resistance etc on the bench that they found the problem with much help from Audi's Tech line. Apparently this has caused Audi to re-visit their diagnostic procedures.
My advice, be persistent and do what I did, call Audi of North America's customer help line, they were very helpful and in my opinion instrumental in getting the dealership to get off their butts.