Bring curious I searched “take key” and found this

To clarify, the 'Take Key' warning should come on when you open the door while the key is still in the ignition but the engine is not running. If it comes on after you remove the key, then I think you might have a problem in the DAS (Drive Authorization System).

I have never had this message pop up on my 97 w210 dash (I am in the UK) and until I opened your post never heard of take key so it must be specific to the US models.