Steering wheel should be straight after alignment
When they did the alignment, they should have centered it by turning the right and left tie rods equal turns. This is standard practise when these are replaced or adjusted for toe out/toe in. I'm surprised that no one checked this before you got your car back. As far as I know, changing the steering wheel position at the splined end where it mounts is a Mercedes no-no.
I have done this, though, for an older car that I didn't bother to get aligned properly, so here's how it's done: remove cover on steering wheel, remove nut, take it off and reset in a different spline position, replace nut and cover.
2002 Toyota Camry