In these engines? I'd drain it yeah. It's funny that, over here, there aren't even many 5W30 oils that are 502.00 approved to begin with--pretty much everything is 5W40 or 0W40. So using a [max] 20 weight oil is unheard of (in these cars). I'm not sure if there are actually 502.00 spec'd 20 oils in Europe, but there are none here. If it actually passes a VAG petrol engine spec, it might not be that bad.
TBH if you don't drive the car hard and don't plan on keeping the oil in for more than say 4-5k kms, I don't think your engine is just going to up and explode on you lol. On one oil change out of the engine's life I doubt it's going to cause any serious problems. But, if it were me, I would drain it and replace with the right stuff. Of course, as I always say, I "don't drive like grandma, either" so I def. wouldn't want something like 5W20 or 0W20 in there.
Note that one of the things the newer 50x.xx specs address in gasoline engines is engine sludge--these oils all prevent oil sludging. Again though this is not going to happen in just one OCI; still if it were me I'd drain it and put the right stuff in.