Thank you all for the replies. I would never have guessed what it was for. I wonder how many dealers take the trouble to put the book back into the window. I also wonder if Mercedes built into the service the cost to remove the door panel and refit it each time ????? Or maybe you can slide it into the slot through the door pocket. I must take another look.
Being European myself (but not German)I like such attention to detail however as mine is a UK car with RH drive, I am really upset that they kept the window on the LH door which is the passenger side rather than move it to the RH side. (just joking)