What that final 'click' does is allow for maximum acceleration at any given time.
In an automated gear box, either steptronic or DCT, it will kick down to the gear to the lowest possible for that given speed to give you maximum acceleration. This will happen even if you are in manual mode.
Normally if you're in an automated mode, D or DS, it will drop down gears to accelerate faster as your press the pedal down further but it keeps things civilised. If you're in manual, it won't drop down unless you manually do it or unless you hit the 'click'.
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