I've never seen a factory MB drain plug being magnetic. For the later MB's, however, you can pick up a magnetic drain plug at Pep Boy's or other chain auto store.
I put a magnetic plug in my new '96 E300D at my first oil change. When I took it in for service, they took it out because "it was not the right wrench size," and charged me for a new drain plug. I bought another one, and then they returned my original. I was frosted. That dealer was so flaky, I would've bought a Chevrolet before I bought another car from them. They had many other service related problems. The dealer I bought my C240 from is much better.
Have a great day,