I'm not sure what the klima looks like on an '85, but on my '95 it is sealed around the bottom (where the protective cover meets the base that holds the relay) in an attempt to keep moisture out. When I bought my car that seal was missing (unbeknownst to me at the time - someone had apparently taken it apart previously) and whoever had taken the relay out had reinstalled it upside-down, so it effectively became a handy moisture catchment container (not so good). Anyway, long-story-short, I replaced it (managed to find a used one for $50 versus new for like $200) and the new one has a bead of sealant around the cover (and it is now installed properly).

If the '85 is like that (with a cover that is sealed) I would say you’re probably alright to return the new one if your old one still looks alright.

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'95 E300D ("Tank") - 231,000 miles
'79 240D ("Biscuit") - 197,250 miles (Sold)
'83 240D ("Ding-Ding") - 217,000 miles (Death by deer)
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"Back off, man. I’m a scientist” ~ Peter Venkman