I don't think so, if that was the case, then when one blows, it will blow the other and that doesn't happen.
But brake light connections on MK4's are dodgy at the best of times... I can't tell you how many i've seen with one brake light working, or one dimmer than the other. Just clean the connections with some contact cleaner, or gently prise the connector closer to the bulb terminal for a better connection!! 
It is a pain I agree! Take the plastic battery cover off to give yourself a bit more room. I've managed to change side light bulbs, indicators and dipped beams without taking the bumper off. Indicator on the battery side was by far the most difficult, had to get my mum to remove it cos her hands are smaller but managed to get it back in myself with several minutes of loud profanity!
But yeah, if you can be bothered, take the bumper off.
....or even easier, when having called out VW Assistance mention to Mr VW Repair man the problem with the bulbs and accept his kind offer to replace the bulbs for you - took him 15-20mins to change ALL 8 bulbs!!
Lol, mods always take about 5 times longer than you anticipate! You should be able to do this without taking the bumper off and removing the entire headlight though. Its just a bit fiddly. If I remember correctly the dipped bulbs have a metal clip holding them in place so you'll have to feel around to unclip it then the bulb should come out easily enough. Apparently removing the bumper isn't too difficult so if you've got the time and have given up doing this the 'quick' way then take the bumper off mate.
Sorry, I worded my response badly. You're right, you can't take the headlight unit out without removing the bumper. It is however possible to replace the bulbs without removing the headlight unit. Hope you get it sorted anyways mate. If you haven't already done so, you might wanna change any other bulbs (such as indicators) whilst you have the unit out to save future grief!
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