Snubby, this does mean that one of your bulbs (interior or exterior) is out.
This happened to me. I couldn't find a bulb out leither- until I found out that my car had rear "foglights" and one of those was gone. Replaced it and it was fine.
MB has always had a problem with their bulb sockets. sometimes the bulb is not burned out, its just the socket is worn. my 73 280, 86 300E both had bad sockets. A little aluminum foil wrapped arond the extrior metal part of the bulb provided better conductivity and made it a little tighter fit! cheap fix too.