Cycling the A/C compressor with the heat on may not make sense at first; why would you COOL air you are trying to heat?
In some cars de-fogging a windshield in a downpour is impossible until you set the fan to Hurricane and the temperature to Bake.
My Suburban and a lot of other cars automatically engage the A/C when the Defrost button is pushed, even if the A/C button isn't pressed.
A true climate control systems will DRY the air and then regulate its temperature. This is the difference between true air "conditioning" and just heating and cooling.
First they cool the air to remove humidity, and then re-heat it to the desired temperature. In the summer this makes cool air feel less "clammy." In cool, damp weather it clears window fogging quickly.
There usually is an ambient temperature cut-out switch that keeps the compressor from running at or below freezing temperatures, when it won't do any good anyway.
Enjoy the benefits of your MB's true climate control system!