It should be very noticeable, as I've mentioned before I tried two cars more or less back to back. Although the AVS car was £12K more I bought it.
On any given road drive down it in Sports and just note the ride, then put it in Sports + and you should notice the much firmer ride.
I can appreciate that I went from a AMG CL65 with the fully active suspension system but I can assure you there should, and is a difference.
Just double check that under the bonnet you have an electric wire running out at the top of the strut, if not return the car under the sale of goods act, if you have the wires do the test.
I thought that when I put 20 inch wheels on my car it may ruin the ride but under normal settings it's fine.
For the record I always drive my car in Sports with paddle change and never in Sports+ because the suspension system is 'smart' it tightens up noticeable when you get a shift on so no need for the bone shaking Sports +