Same as here really https://www.audi-sport.net/xf/threads/drive-modes-what-do-they-do-really.189383/2016 B9 Driving modes what do they actually do?
For me, nothing of any value that I can't achieve with either the gearbox sport mode or paddle shifters when wanting to change the default behaviour.
Tried all the modes but found the Auto mode to be the most useful and pleasant to use as I don't want heavier steering or earlier upshifts for no obvious gain.
If you have the adjustable suspension option then they might make more sense.
I now leave it in Auto and use the paddles where necessary to force gears and in/out of coasting etc. I occasionally flick the box into S for the placebo of a faster response but still not certain it actually changes response times.
B9 S-line, I've tried all of them and could not tell any difference in acceleration or handling. I've just left it on comfort.