I don't believe it's at all necessary to turn on the ignition or run the engine when you bleed the brakes.

On some other makes of cars you do sometimes have to use a scan tool or the like to operate an individual soleinoid to cycle a componet if you mistakenly allow the system to drain and fill with air. I don't know if that's the case with the ML.

I think the main thing is to keep enough fluid in the system while you are bleeding it so it doesn't fill with air.