I second suginami - I haven't seen a W124 that didn't have it. Mine does - I use it regularly.
I think maybe you found a rare one?
'95 E420 - 'Shadowfax
'92 Volvo 740Turbo Bard
'74 240D - 'Ol' Green
' 4spd Manual 104kmi. (sold
'77 300D - 'Red
' 223kmi (sold)
'75 240D - 'Bianca the Blue Bomber