Yep, makes sense.
A compression test is a quick start, but only tells half of the story.
When you do a leakdown test it tells you pretty well the other half.

They would be able to hear the hissing of the pressure escaping back into the inlet manifold, so telling them where the leak is.
If it was a compression ring or holed piston, the pressure would vent into the crankcase....
If it was a blown headgasket into the cooling system... the pressure would go into the cooling system... bubbling would be heard.

And a Exhaust valve would be heard in the exhaust!

I hope its just a valve.
Good luck!

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2009 Mercedes ML320 Bluetec