My 2018 Cayenne S is certainly compliant, as is my 2014 991. Is your car on a different age-related numberplate? TFLs records can get screwed up with personalised plates, even though you'd hope they were better integrated with the DVLA.
You will still get a fine unless you ask them to update their system. Your V5C will possibly show the Euro status; you can scan and send that to them in lieu of a Certificate of Conformity.