Not really helpful, but FWIW when you open the filter cannister it is empty of oil. However I don't know if it drains only when you remove the center tube.

It does not seem logical that it drains when the car is shut down, because it would take some time to fill up every time the car started up, and at least on my car the oil pressure comes up almost instantly.

But you should change the filter, because it is super easy, reachable from the top. One of the easiest cars ever for this.

Rgds,
Chris W.
'95 E300D, 310K