This is normal operation on some if not most Benzes made int he last 20 years or so. It is this way to warm the cat's faster if I remember correctly.
My 1992 300CE does this as well as my dad's 1994 SL600. My brothers 85 380SL Does it too I think....
'92 300CE - Sold
2004 C240 - C7 Wheels
2015 ML350 - P1, Pano, Ash poplar wood, Sport Dinamica interior, Running Boards Keyless go.