Slight correction to the above:

With the heater calling for heat, the monovalve is open, not closed. Same thing when the engine is turned off, the monovalve is open. It closes (energizes) to stop or control flow through the heater core, such as when running the A/C or the HVAC is turned off while driving. It will cycle open and closed to maintain a given cabin temperature, depending on the mode that the pushbutton unit is in and what it decides to cycle.

If the system holds pressure with the key off, the system is tight. It's possible that with the heater running, it's extracting enough heat to prevent pressure building in the cooling system.

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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!)