The extra weight in the CE probably comes from the beefed-up frame needed to compensate for the lack of a pillar. Mercedes has a long history of giving the coupes a little more power. The 70-72 250C for instance had a 2.8 liter engine as opposed to 2.5 in the sedans.
If you can afford it, go for it. The only down side I see is if you have to haul kids to school frequently it is a pain to get them in and out of the back seat.
There are usually 2-4 for sale in the DC area.
Falls Church VA
'86 300E 5 speed
'95 C220 (wife's car)
'98 Porsche Boxster
Past: '79 280E, '82 300D (18 yrs), '77 240D,