That's one thing I'm getting used to with the Audi.
I've only been able to find CDs for the C6 models forward, I see physical books for the C5s all over the place but they look like little more than Chilton/Haynes manuals in content.
I've been a GM man until now and have always bought the factory shop manuals, the same as the dealers use. My STS manual set is 4 large phonebook sized volumes about 10" high when stacked up and year/model specific.
Maybe I'm old fashioned but I prefer physical books to CDs and printouts.