I would not fret. Mine does this as well when the engine is fully warm (around 85°C). Its at "3" when normal driving, but as mentioned when the engine is fully warm (but only above 85°C), it will drop down to "0" when idling in gear, but in park, it goes back to about "1.5". I was told it was not a big deal as long as the gauge was back at "3" by 1800 rpms, which it is. My MB tech said it was OK. Its been like this since I have owned it. The PO said it was like that to when he bought it.

Where my thermostat is bad, the engine runs cooler... so its been around ".5" when idling in gear, with the engine temp around 80°C.