I'm surprised your '95 would have a 2nd-gear start. US models have, as I recall, all had 1st gear takeoffs since the early 90's (certainly by '93).
As early as '91, possibly '90 as my '91 300E always starts in 1st gear. Come to think of it, this feature might have something to do with the ASR option that came with my car, but don't quote me on that. I love it; adds some nice pep off the start.
'91 300E 199k