I guess my line of thinking was that it's the relay sticking, based on the experience with our car. Your description does indeed sound more like the switch. I can't remember from the ETM whether the relay is powered directly from the switch or not ..... Anyway, the resistance should be a high resistance, as in infinite (open circuit when switch is not 'made').
When I've replaced these on my cars (don't have an SL) I've usually been able to do the "quick change" - unscrew the old switch just to the point it comes out. Have the new switch handy. Unscrew the old switch and *quickly* put in the new one OR plug the hole with your finger/thumb and then replace finger/thumb with new switch. Wipe up the coolant that came out and you're done.
YMMV, HTH, etc.