It sounds like the car was not originally destined for US delivery. Do European delivery cars of that vintage have US VINs (my 81 SD was a Euro delivery and it has a US format VIN)? Do Canadian MBs use the US VIN format?
I'm trying to think of US only items that you can verify by phone.
Is the VIN on a tag on the driver's windshield pillar? Does it have a decal on the driver's sun visor (or wherever a US W124 has it) with the toll free number for MB roadside assistance? Does it have 'unleaded fuel only' tags in the gauge cluster and by the fuel filler? Does the tire pressure decal on the fuel filler door indicate that it's a US spec car?