I take it you're scanning with something generic and not VCDS?
The transmission output speed sensor to which 'P0721' allegedly refers is inside the gearbox, and it would cause the gearbox to go in to limp mode when in attempting to move in D or R. It would not shut down the engine.
Which module are you scanning to find this code?
Does the engine start and immediately shut down or does it run until you do something?
The usual cause of starting up then immediately shutting down after a couple of seconds is an immobiliser fault. What year is the car?
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