Greetings, I'd suggest having the dealer/ expert 500e technician inspect and report on condition of:
>steering box components: hard and soft components including mounts (and the linkage I believe is adjustable to a degree- to tighten it up)
>comprehensive front chassis & suspension inspection: bushings, arms, etc.
They'll undoubtly be able to source the culprit(s)- - the E500 W124 platform is very very robust and should feel tight, responsive, and a bit heavy (as you know).
...also, if you have +1 or +2 wheel set-up, these may have pre-maturely worn some other suspension/chassis bushings besides the control arm bushings
seems like at 57K on the odo the shocks (front?) and control arm bushings wore somewhat prematurely? How did the car feel before these items were r/r'd?
good luck and let us know what turns out