With my trucks and my cars, I have found that greatest efficiency is had when at torque peak. That said, I almost never manually select a gear position.

I do, on occasion however, hold a lower gear in the benz on a cold day to warm it up while starting out on my journey. Out of my neighborhood 10-15mph in 1st-2nd gear, then hold it in 3rd on the main street for a mile, then back into Drive to let it do its thing.

At no point am I concerned about wear and tear or efficiency. I only want the oil to warm up, while not sitting in my driveway going no where.

For the OP: Bottom line, its your car, do what you want. Your findings are reasonable. Don't let fanatical wisdom change your mind.

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85 300D 3 pedal. Current project.
83 300TD (need rear wiper assembly dead or alive)
84 300SD Daily driver
85 300TD almost 400k miles and driven daily.
98 E300D *sold
86 300SDL *sold and made flawless 10 hour journey to new home.