CAN bus car's such as yours use a lot of computer programming to create 'features'. The interior lights dim slowly after a time. Interior lights and exterior lights will come on after getting out of the car if parked in a dark enough spot. Even in the daytime if it's dark and rainy and you park in a parking structure.

The good news is that there is a master override so that even if you accidently leave a light switched on or the door ajar they will go out after about 5 min to protect the battery. Also, some of the time out values can be changed bythe dealer.

As mentioned it helps to read the OM a couple of times. If yours is missing you can download one at mbusa.com (join first it's free) or pick up a printed copy at a dealer or by calling 1-800-FOR MERCedes. They pretty inexpensive.