Aside from both being hatchbacks, they are vastly different.
What I mean is, it's basically comparing apples to oranges.
If one can afford to buy the R and more importantly is even considering the R, that person is generally not going to have price and MPG as one of their key deciding factors.
The golf R is similar class-wise to WRX/STI and EVO, not the Sonic.
To look at it another way - if one's considering the R but finds the price and MPG a tad disagreeable, that person is likely to buy the GTI and not the Sonic. Because frankly, RS or not, Sonic would be a large downgrade to the R.
To start, don't read this reply as part of some type of flame or troll war I'm trying to start: it's not, just a mere discussion...
They aren't vastly different. They are cars. It's not apples to oranges. Maybe it's oranges to tangerines, but really it's comparing one car to another.
The Golf R starts out at 34k. The Sonic RS 21k-ish. Is that a price difference? Yes. But it's not a total paradigm shift, or anything. If I was gonna step up from a Sonic RS, it wouldn't be to a GTI or a Focus ST because what you get isn't worth the cost compared to the Sonic, that with a few mods if you are inclined is approaching Golf R HP with less weight and a lot less $$. So stepping up from the Sonic, if I wanted a hatch I would look at a Golf R, performance wise. But it's MPG sucks. So it was worth considering that along with the 13k added sticker price.
Why not get a WRX/STI? Or an Evo? I dunno. I guess the thought never really entered my mind. I find the Evo to be generally unattractive. For some reason it reminds me of an SRT4. I dunno why. And that then reminds me of a Neon, which I would be less inclined to purchase than a new VW Bug, which while has improved with the last restyle still might be a little immasculating... Like a neon is immasculating. I know I went down a rabbit hole here... The WRX? Well, my father-in-law drives an Impreza. Maybe I'll think about being a grandfather sometime over the next few decades. When I do, maybe I'll be a fast grandpa in a WRX/STI...
Why not get the GTI? Because you simply don't get what you pay for. Might as well go back and spring for the Golf R. I have the money. I ultimately decided I wouldn't waste it on this iteration of vehicle, for me. Maybe next time I'll buy a Camaro, a Land Rover, or a Prius... Whatever suits my wants/needs/budget at the time.