I haven't had any problems with my transmission and it gets a might colder up here in Canada then where you are. When ever I have my transmission fluid changed they also change the filter and gaskets for me. It could be that someone skimped on service in the past and the gaskets have just worn or cracked. It would definitley get it looked at, you don't want to run with low tranny fluid. If you suspect your current mechanic has overlooked something, have a different one, or a dealer check it out for you.
1995 E420 - retired
1986 420SEL - retired