Just me being nitpicky... if I'm correct, I think you guys are talking about dampers/shock absorbers, not struts. A strut is defined as a load-bearing component that resists longitudinal compression, whereas the shock in a W124 just damps the oscillation of the coil spring (which actually supports the car) so that the car doesn't bounce up and down repeatedly after hitting a bump.
Some cars (almost all FWD, for example) do have MacPherson struts, a combination coil spring and shock that bears the weight of the car. It looks like this:
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