I attempted to get all the service records on my MB from two different dealers, and was told the same story.
Service / repair records stay with the owner, not the car.
You will be able to get a VMI, vehicle master inquiry, which will show you the work done under recall / warranty.
2001 E430, Bourdeaux Red, Oyster interior.
1973 280SE 4.5, 170,000 miles. 568 Signal Red, Black MB Tex. "The Red Baron".