I found it the other way around, the Audi felt amazingly grippy on the road (and therefore fun to drive) and poor on the track where as my RWD cars always felt too twitchy to push as hard on the road as the Audi (only maybe 75%) yet were perfect for the track.
Saying that the "feel" on my RWD R34 still, unsurprisingly (estate vs sports car), beats the Audi hands down even though it was slower on the road.
The advantage of 4WD is traction, rarely overall cornering grip. What a good 4WD system does, such as the one on an RS4 is take liberties in any weather when pushing on at slower speeds in particular such as pulling out of slow bends, islands etc. You can plant the throttle and it will mainly sort it out, RWD either becomes a flashing TC nightmare or needs real skill to get the pace from it when the roads get slippy but for me that is much more fun.