Hi. Welcome to the best forum on the web... !
Had the same issue when I changed the blower motor in my S500... the squirrel cage fan was stuck solid to the motor shaft.
Don't know about your E class, but the one on my S was some sort of plastic making it really important to be very careful.
Worse, I had some corrosion of the shaft ... I suspect you do also.
Anyway, the key was patience.... a few drops of penetrating oil every hour.... and then GENTLE heating of the hub with a hair dryer, letting it cool, heat, cool until finally I could see the oil go into the hub.
Then, I took a small, round drift/punch and simply tapped the motor shaft out of the fan hub.
Worked like a champ.
Good luck. Hope this works for you.