That's is a good question. When I replaced mine I had two that were bad. They were bad but did not set off the CEL. I can't remember what readings I had but my friend said they just were not bad enough to set off the CEL. I pulled out Bosch GP's and replaced them with Bosch.

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1999 E300 Turbodiesel
179,000 Miles

I have seen numerous posts from W210 owners that described conditions where one or more GPs were bad and did not trigger a CEL, so it is not unprecidented but may indeed have to do with the resistance of the plugs and brands used. I used OE plugs when I did mine, those are BERU...never had one go out yet so I don't know if they will trigger a CEL or not. The cold start troubles Nate described are very indicative of GPs though (rough start and black smoke) so regardless of the CEL or no CEL it was most likely the cause.

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Marty D.

2013 C300 4Matic
1984 BMW 733i
2013 Lincoln MKz