Your DSG gearbox is a very sophisticated piece of engineering that needs to be looked after with regular oil changes. The smooth 2-clutch system is computer controlled with very fine engineering tolerances. If the gearbox oil is dirty, it will damage other parts and affect performance.
Dirty oil can overheat the gearbox or cause the clutches to burn out. This will lead to poor gear selection, loss of drive and transmission failure.
Your DSG gearbox oil should be replaced every 40,000 miles (depending on model).