Yes it is synthetic and filled for life, do not change the fluid.
I have no real good idea why this is being recommended.
If you really plan on keeping the car for a very long time(say 10 years) then maybe do replace it. I wouldn't really recommend it though. These transmissions are good for several hundred thousand miles. Those that have failed I don't believe would have been saved by replacing the fluid.
I worked on a 99 E300 TurboDiesel today with 210,000 miles on it which has never had any service work done on the transmission, and a service advisor at work has a 97 E300 Diesel with 280,000 miles on it which also has not had the transmission fluid changed.