I'm pretty sure that Kuan is correct. For safety reasons US law prohibits power seats from working while the key is off. This prevents a child from crushing themselves by playing with the seat controls if they are left alone to play in the front seat (which they shouldn't be anyway, but this is the USA for ya.) Either the door has to be open, or the key has to be on. That's the way my W126 is also.

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Bob Roe
Lehigh Valley PA USA
1973 Olds 88, 1972 MB 280SE, 1978 Datsun 280Z, 1971 Ford T-Bird, 1972 Olds 88, 1983 Nissan Sentra, 1985 Sentra, 1973 230.6, 1990 Acura Integra, 1991 Volvo 940GLE wagon, 1983 300SD, 1984 300SD, 1995 Subaru Legacy L wagon, 2002 Mountaineer, 1991 300TE wagon, 2008 Murano, 2007 R320CDI 4Matic 52K, some Hyundai, 2008 BMW 535xi wagon, all gone... currently
2007 Honda Odyssey Touring, 2014 E350 4matic