I am not sure about the 95 S-class, but these headlights should be sealed (lens to reflector) with a hardened epoxy. Therefore, the lens should not be removable.
The 'soapy' film inside the reflector and lens is due to gassing from the headlamps' weld points (flux residue), O-rings, and other impurities. Also, after 6 years of the elements and heat, the epoxy will also gas out.
There are cleaners out there that will clean the film, but these will just make matters worse. They will break down the Aluminized coating on the reflector, causing black spots and flaking. Also, you can't get it all out of the housing which compounds the problem.
Your best bet is to live with it or replace the entire housing with new headlight assemblies. Hopefully the cost will not be so great in the aftermarket, that you have to take up bank robbing as a second job.
76 240D (W115) - 550K miles
78 300D (W123) - 200K+ miles