As Mr. Tangas said, they are used for the rear fog lights. Most delivery countries for M.B. have the single (left or right) rear fog light, which is a regular 21 Watts clear bulb (like the used for the brake lights). It is turned on by the light switch on your instrument panel. You pull the switch one notch, the front fog lights go on. You pull the switch two notches, the rear fog light goes on as the amber light in the switch itself.

Most M.B.s in the U.S. did not come equipped with the rear fog light. Recently, they started to supply it.

In some countries, people would add the extra bulb to the opposite side where it is empty (to mimic B.M.W. setups, which have two rear fog lights). Other drivers would convert the lights to additional brakes lights (using 21W bulbs) or additional night running lights (using 12W bulbs). It's just a matter of cutting a few wires and adding the extra bulbs. Although, I would advise against it as the circuit for sensing a burn-out bulb would de altered and might cause the yellow warning light on your instrument cluster to go on at all times.

A. Rosich
E320T 1995
S320 1998