I got the same line from MB recently. What I did was to find out the dealer that originally sold the car, and call and ask to talk with a service advisor at that shop. Told them that I wanted to buy and would they be kind enough to send me the service history, and that I’d pay him for his efforts. Gave him the VIN and received a several page fax shortly thereafter. The advisor declined payment.
To find the dealer that sold the car, contact your local MB dealer and give them the VIN and ask who sold it. Take it from there. You might also ask them about the service history also, but not before you find out who the selling dealer was
Oh, MB said that the vehicle history is between the owner and MB. I think this a bit lacking in forthcomingness, but well within their rights.
Hope this helps