I am currently in Mammoth Lakes, CA.
Since I have never had my car in the cold (albeit Big Bear a few times)... I have noticed that when the car has sat overnight, and I try and start it in 20 degree F weather... it won't start until you actually release the key.
In detail... I will turn the key and hear the starter going, after about 4 seconds when I notice the engine has not caught on, I would release the key; as soon as I release the key, the engine starts. It doesn't start when I have the starter going, but rather seems to barely catch right when I let go. This has happened multiple times, and if I keep turning the key for 10 or so seconds, the engine will still not catch until I release the starter/key.
No problems, just curious? Thanks!

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2006 E350 w/ 155k miles (Daily Driver)

Previous:
1993 300E 3.2L Sedan w/ close to about 300k miles
2003 E500 Brilliant Silver (Had 217k miles when totalled!)
1989 300E with 289,000 miles (had for <1 yr while in HI)
03 CLK 500 cabrio (Mom's)
2006 C230k (Dad's)
1999 S420 (Mom's/Dad's)
2000 C230k Sport sedans
2001 CLK320 Cabrio (Mom's)
1995 C280 My First Mercedes-Benz... (155k miles. EXCEPTIONAL AUTOMOBILE. Was Very hard to let go of!)