It has never been discussed at any of the MB training I ever went to. About the only thing like this that comes to mind is Teleaid does have a little info that is stored in regards to positioning, direction and speed just prior to initiating a teleaid call, this is just to attempt to get a good fix on the vehicle location though, say in case you go down a deep ravine or something like that.
There COULD be some info gathering going on that they just don't tell the techs. Someone posted something about MB having a different computer to access more info than the techs in the shop can, again I have heard nothing like this though.
PS something else that may be similar to what you're asking is if an engine control fault code is set, they can access the actual values that were present when the code was set, things like vehicle speed, tach reading, gear the trans was in, how soon after the start-up the code was set. Never seen this info used for anything "big brother-like" though.