Congratulations on the new ride. I would not worry about the lack of 'holding.'

The torque transmitted to the drive line at idle depends on the amount of 'coupling' or 'slip' and idle speed. The coupling is a factor of the torque converter design, and the idle speed determines the amount of torque produced.

A higher idle speed, or 'closer' coupling will transmit more torque, but may also produce more waste heat in the transmission fluid and waste a bit of fuel.

The OM603 in the SDL has an electronic idle speed control, right around 650 rpm, and doesn't produse much pull at idle.

My SDL also needs a bit of right pedal or it will roll backwards down an incline. So, I use the brake to hold it and the right pedal to go.

Go drive that SDL and enjoy it immensely. Some here will argue that it represents the pinnacle of M-B diesel cars, and after you drive it you may be tempted to agree.

Best Regards,
Jim