In "Drive" and accelerating conservatively, my 2006, A4 routinely shifts at 2,200 RPM. In sport mode, the trans never shifts under 3,200 RPM.

Are these the normal shift points under no load conditions?

Any way to change them using VAG Com?

...you keep the shift points higher. I manually never shift my car under 3,000 rpm under any condition anyways.

The worts thing that you can do for your engine is to undershift it all the time.

Sport mode means you want to use more of the power band, hence, shift later. Why would you want to change that compared to simply driving in "D"?