It is because of the switch in the ignition lock cylinder. In the W124, and should also be in your W126 and the older W123, putting the key into the lock (without even turning it) trips a microswitch. What that switch does depends on which year and model you have, there are probably many variations.

In the early W124 (my '87 300D), the switch interrupts the ground in the vacuum/pressure pump circuit for the passenger door and trunk/tailgate. You can lock those doors with the key but the pump circuit won't work to lock the other doors. Locking the driver's door from the outside won't lock the other doors either but I haven't figured out why. Perhaps the PO left me with (another) "new feature."

I understand that in the W126, the pump is in the trunk. It should otherwise work the same.

Jeremy

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"Buster" in the '95

Our all-Diesel family
1996 E300D (W210) . .338,000 miles Wife's car
2005 E320 CDI . . 113,000 miles My car
Santa Rosa population 176,762 (2022)
Total. . . . . . . . . . . . 627,762
"Oh lord won't you buy me a Mercedes Benz."
-- Janis Joplin, October 1, 1970