Originally Posted by SenorFunkyPants
Its because the 3rd and 5th gear are on the same shaft within the DCT so the box requires longer to make that shift as it cannot preselect 3rd gear when you are in 5th.
Bypass this problem by shifting down one gear at a time or down shifting 3 gears.
Odd gears are on one shaft and even gears + reverse are on the other.
Here's a good general writeup on dual-clutch transmissions;