So the A5 has the DL382 DSG tranny?
 

That one seems to max out at 295 foot pounds of torque (400Nm). This puts a damper on almost all tuning on this car, right?

They usually grossly underrate the transmissions. However putting something like 600 lb-ft through it probably would not work out well. :)
Does it affect lifespan of the trans? Shrug, who knows, depends on driving style. APR adds 100 lb-ft to the 2.0T so roughly 1/3 more torque.
FWIW the S6 DSG is rated exactly for the stock 406 lb-ft and there are plenty of people (myself included) putting 580-700 lb-ft through it. TCU tune will likely help too.

Hah, I was not planning to hard core tune it as it would be the wife's car. If she lets me tune it, it would be the most minimal of piggybacks rated at +40hp +60 foot pounds so it would go about 5% over the stock torque limit.

This torque limitation was one of the reasons the Audi reps cited for not putting a DSG in the B9 S4/S5 when I first saw the car 2 years ago at the Minneapolis Auto Show and asked. (The other big reason is that the ZF8 they used instead is much smoother, especially at low speeds, which I can tell you from my own experience is 100% true.)

That said, there are plenty of people running APR tunes that add +100 tq to the B9 A4/A5 and, as far as I know at least, nobody's transmission has let go yet. At the same time this is a new platform and I doubt there are more than a handful of cars out there that are even outside of the standard warranty period yet. It is entirely possible that running these tunes/pushing heaps of torque through them with lots of launches etc will create a tendancy for the DSG to give up the ghost at 60k miles instead of 100k+ ... it is too soon to say.

The rating on engines and transmissions has as much to do with engineering for a specific lifespan as it does with anything else. Sure you can squat 300lbs but for how many reps, how many sets...

If the Audi peanut counters have their way, they would try to minimize the under-rating of the tranny. Design tolerance and safety factor cost money, in this day and age, engineers are lucky if they are allow to design in a 50% safety factor. Most people do not put over 450 lb-ft of torque into a 300 lb-ft rated tranny. However, if you plan to drag race your A5, you might want to reconsider.