They also leave you to fend for yourself in regards to the electronics. In the YJ it isn't a big deal.
It's also not that big a deal on a 95 or earlier XJ, really... even a 96 wouldn't be too bad, assuming you live in a state that doesn't require plug-in OBD2 for emissions inpection, or use an OBD2 based TDI setup (were there any TDIs earlier than 96? I don't know much about VWs.)
The real complexity comes if you try and integrate a stock 97 and later interior + instrument cluster with the VW setup... wiring becomes somewhat confusing at that point
The 96 and earlier cluster is very easily interfaced to almost anything, the only gauge you'd really have an issue getting to work would be the tach, which on a 91-96 displays 30rpm per Hz of input signal (i.e. 1000rpm = 33.3Hz, 2000rpm = 66.7Hz, etc) which works out to 2 pulses per revolution of the crankshaft. So you could put two diametrically opposed magnets on the harmonic balancer and then use a reed switch, a logic voltage supply (not sure if the tach takes 12v or 5v pulse signal) and a resistor to feed the tach input on the cluster quite easily.
The rest of the gauges are simple - oil pressure and water temp have senders you can screw into any adapter, fuel/speedo are built into the trans and fuel tank so no worries about those.
Aside from the instruments, you pretty much have to run the starter, feed the computer power during start/run + run, and maybe wire up some stuff for the AC, power steering, and emissions. Aside from that there likely isn't much to do other than trim extra wires and junk out of the factory TDI harness.