Mark
Sadly, like many you are making an error in assuming that these items are Recalls, they aren't, they are what VW generally call Campaigns.  As they are not Recalls VW are not duty bound to inform the vehicle owner of the update/fix availability.  In this case I think your dealership are correct, and if you haven't had the car in the workshop at a VW dealer the update/fix will not have been applied.
Recalls are notified to VOSA and can be checked here - 
http://www.dft.gov.uk/vosa/apps/recalls/searches/search.aspA summary of the ones which may affect the MK5 Golf are -
12/02/2007   R/2007/030   VW   GOLF, GOLF PLUS DIESEL   heating element may overheat   WVWZZZ1KZ7W087591   WVWZZZ1KZ7W159870   06/11/2006   12/01/2007
12/02/2007   R/2007/030   VW   GOLF, GOLF PLUS DIESEL   heating element may overheat   WVWZZZ1KZ7W534410   WVWZZZ1KZ7W582714   06/11/2006   12/01/2007
29/01/2008   R/2008/009   VW   Jetta and Golf Estate with diesel engine fire may occur         08/01/2007   09/01/2008
14/12/2009   R/2009/110   VW   Jetta, Golf, EOS, Passat, Scirocco, Touran & Caddy (with direct shift 6 speed gearbox)   clutch may operate inadvertently with unexpected loss of drive         01/09/2008   31/08/2009