Not certain about yours by my w210 is designed to shift out of first at a higher rpm when cold. MB did this to help the engine warm up quicker and to reduce pollution emissions.

If it shifts properly when warm you are probably OK if you keep the level up.

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1999 Mercedes E300TD daily driver sold at 238K miles 106K miles were mine, rust worm got it :-(
2006 Mercedes CDI new daily driver! 56,000 miles May 2016 now 85,625 Apr 2018 and Apr 2019 101,000 miles Apr 2020 109,875. March 2024 135,250, Dec 2024 145,000 miles