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.
Lehigh Valley PA USA
73 Olds 88, 72 MB 280SE, 78 Datsun 280Z, 71 T-Bird, 72 Olds 88, 83 Nissan Sentra, 85 Sentra, 73 230.6, 91 Integra, 83 300SD, 91 Volvo 940GLE wagon, 84 300SD, 95 Subaru Legacy L wagon, 02 Mountaineer, 91 300TE, 08 Murano, 2007 R320CDI 4Matic 52K, some Hyundai, 2008 BMW 535xi wagon all gone... currently
2007 Honda Odyssey Touring, 2011 Honda Odyssey Touring