If the convertible top is in a state of alarm at the moment you bring them the car, I am very surprised they can not quickly discern which switch is causing a problem by running diagnostics. All 129 SLs have this capability, and surely the SLK is no different. Also, while there may really be as many as 40 switches (though I really doubt it), probably no more than one or two could even have the ability to trigger your alarm. I would guess the person at the dealer doesn't know the SLK very well.

If you want to disable the alarm, you can obtain a schematic from www.startekinfo.com and figure a solution. It will cost you $18 to spend 24 hours on that website. While there you can also obtain a diagnostic manual for your convertible top, among many other items. At a minimum, I would expect you can learn which switches have the potential to cause your problem, and you may even be able to troubleshoot the problem yourself.