Makes sense...I am a bit tired today so forgive me...that should have been obvious. In looking at the testing procedure in the FSM (
http://www.w124performance.com/service/w124CD1/Program/Engine/602_603/15-4000.pdf), it does make mention in the table on the last page of testing a coolant temp sensor when the pre-glow light goes out too early.
Both my pre-glow light, and the glow relay turn off way too early. From what Sixto said, however, this doesn't apply to mine correct? Just want to make sure I am understanding correctly before I go out and buy another relay.