Go to some other shop regarding the remote door-lock opener because it is definitely do-able by your alarm system. I have a Sabre system in my car which has remote doorlock and remote starter included and works like a charm (I love the remote starter in the winter, set the A/C control to automatic heat, come out of the movies in 15F weather start the car up from inside the theatre and by the time I walk to it is blowing warm air). The car is same as yours. If you want you can also have your windows rolled up and the sunroof closed on remote locking but that will require an extra relay or two. And if your passengers can't wait a second or two well...
Tell them it is the price to pay to ride in a Benz. :-)