An additional source of air pressure is a certain amount of liquid water boiling off into water vapor and that water vapor is contained in the relatively large air pocket in the pressurized recovery tank.
When the system cools off that water vapor does not fully condense back into water - therefore some residual pressure.
No matter what creates the pressure, whether water vapor, heat, or leaking exhaust, it won't get any higher than the release value of the radiator cap. So, you will always have the same pressure in the cooling system at engine shut down (given a reasonable period of operation in which the system heats up fully).
So my theory is that the reduced volume of the coolant when it does cool down is not sufficient to "draw down" the large pocket of pressurized air in the recovery tank.
So, with a non-leaking Mercedes coolant system you get residual pressure. It is a unique feature of the design that keeps the "overflow" tank pressurized. Being used to the unpressurized American/Japanese overflow tanks, I was a little startled too when I took the Mercedes radiator cap off the "recovery" tank the first time.
If you had a small exhaust leak that was pressurizing the coolant system, it still would not pressurize the system beyond the radiator cap rating. And we know a non-leaking system holds that pressure even when cold. I say its just water vapor, and drive on.
OK. It's not like my theories don't get shot down sometimes.
The whole reason I got the '87 300D so cheaply is because the Mercedes dealer had the owner primed for a head replacement when all it needed was one glow plug - so he dumped it at a "quick sell" price. I guess the dealers just see dollar signs when these engines come in with any issue - because they know its an easy $2-3K. It's an easy shot, "Oh yeah, ALUMINUM head, yeah that needs replacing......."