Yes, never just ignore the check engine light... if it runs, you're probably ok for short term. But if it keeps coming on with your Audi, something's wrong and you need to check on it before a small defective part causes bigger problems to more expensive parts. For example, a faulty $80 Oxygen sensor can damage or destroy a $1,500 catalytic converter if the converter is allowed to overheat or absorb carbon from inefficient combustion. Of course, the Audi parts are probably triple that.