This is a feature of a differential final drive. All cars have a differential. This enables the driven wheels to rotate at different speeds while remaining powered by the engine. One of the flaws of the system is that more power is delivered to the faster turning wheel. Thus when one wheel spins, it gets all the power.
A limited slip differential (also known, mistakenly, as a locking dif) maintains a proportion of the power to the slower turning wheel. This is especially useful in slippery conditions such as off road, or with a powerful car. Many, though not all, Mercedes have a limited slip diff.
From the behaviour of your car, it doesn't have a limited slip diff.