My 1985 W126 380SE does the EXACT same thing. When the engine is cold, it glides into reverse. When hot, it slams into reverse. I asked about this here as well when I first got my 85' 380. I never got a "proper" answer though. This is something that I have lived with over the past 15 months I have owned it. It has not gotten any worse. I have discovered that if I do not apply the brakes when I shift into "R", its not as bad, but this is a 85' car. Not sure what year MB had the "safety interlock" where you had to apply the brakes before you could shift. Perhaps it was 1986? I say 86' because I think that my old 86' Honda Accord had that feature and surely MB did as well.

Those links WHUNTER posted are most informative, however, I did not see anything pertaining to this particular woe, unless I overlooked it. Knowing our luck, it is probably something $$$$ to repair. That always seems to be my luck.

Good luck.