You must not have had the allen bit seated all the way in the hole. Breaking it loose the first time requires a fair bit of force, it helps to have a helper hold the wheel so it isn't forcing against the steering lock.

MB used (still uses?) the tapered bolt because it resists working loose.

Try hammering the bit into the head deeper and try again. The hammering action can help break the bolt loose, and forcing the bit deeper may get you to an area you haven't mangled. If you can't get it out, you'll probably need to get an easy-out or bolt remover big enough to fit that hole.

__________________
Current stable:
1995 E320 149K (Nancy)
1983 500SL 120K (SLoL)

Black Sheep:
1985 524TD 167K (TotalDumpster™)

Gone but not forgotten:
1986 300SDL (RIP)
1991 350SD
1991 560SEL
1990 560SEL
1986 500SEL Euro (Rusted to nothing at 47K!)