I have the same bubble on my '97 E300 D. I just changed my plastic lines. I assume it was there before but the old lines were too dark to see through. It seems strange that the pre-filter feeds from top to bottom. If it had been designed to go from bottom to top, the air would self purge. If you are seeing small bubbles in that line with the engine running, you have an air leak between the prefilter and the tank, as this hose is under suction.

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'97 E 300 D