That procedure is to match the remotes, not the immobilizer. I think the locksmith got your keys cut and the remotes matched, but probably didn't match the immobilizer. Those are two different procedures.Ross-Tech says:
1. Gather all remotes to be matched
2. Insert one in ignition and turn it on
[46 - Cent. Conv.] or [35 - Cent. Locking] whichever is applicable to the car, as found: Ross-Tech: VAG-COM: Vehicle Application Charts
[Adaptation - 10]
4. Enter channel “01”
This will display the number of currently stored remotes in “Stored Value”
Enter your total number of keys up to a maximum of 4 (including any existing keys) in “New Value”
Verify that the number in “Test Value” is correct.
Then press and hold (for at least one second) the UNLOCK button on the fob, at which time it will be learned. If you’re programming more than one fob, press and hold the UNLOCK button on the second fob for one second. You have a total of 15 seconds to do them all.