I think you made a wise choice if you drive long distances and drive the car "hard" on the streets. I put HD's on a 126 body (300SDL) and loved them. They were recommended by a very experienced tech and he was right on the mark. I obviously don't agree with "blackmercedes" as my experience was quite the opposite. I also don't subscribe to the "they kinda knew what they were doing" theory since a lot of factors enter into how the cars come out of the factory, and cost sure is heck is one of those factors.
Regardless, the heavier cars seem to "like" the stiffer shocks, and in fact probably need more damping than the standard shocks provide - it is a matter of physics. If you model the dynamic response of the car using a typical second order equation, the spring, mass, damper parameters represent the springs, the weight of the car, and the shocks. The heavier the car, the more damping required for a given response to an input, which could simply be how the car react to hitting a pothole in the road, for example. So, lighter cars, such as 190's probably "feel" and ride real hard with HD's, and heavier cars don't.
If you drive the car easy I imagine it will feel real stiff or hard. If you don't, it won't.
The comment about the ride improving on long trips also makes sense because the shock itself is a small version of a spring/damper system. The fluid provides the damping and the air in the shock acts like a spring. The longer you drive, the hotter the air becomes. The result is an increase in air pressure, which offsets the damping of the fluid, so the two coefficients become more "equal", and the ratio of the two forces (air pressure to fluid flow "damping" force) changes to provides a more even, and less severe response to road perturbations. Driving around town generally will not heat up the "air" in the shocks to any significant degree, so the ride remains hard and therefore not one that most people would like. The fluid is essentially incompressible, which means its characteristics don't change much with temperature, so the air is affected to a much greater degree.
I bet that a MB engineer would tell you that the heavier models should come out of the factory with HD shocks on them as standard, and that anyone who drives their car "hard" would benefit from them as well. The cost factor over several thousand cars would be significant, ergo standard shocks out of the factory.
Beancounters rule more often than we like to think.
I think you are in the middle weight range with your car and once you drive it a while the shocks may "soften" a little. If you still don't like the ride, go to the larger wheels and I imagine you will have the same benefits that Michael had when he went to 16" ones. He added weight and a few other factors that made the HD's a closer match to the overall tire/wheel/shock/spring/car dynamics.
Another thing you might try is to leave them on the rear for high speed stability, and put the standard ones on the front. That would probably improve the street ride, and give you a solid improvement on higher speed, long trips.
Just my thoughts.
Drive the car and enjoy it!