On 211 chassis cars the cabin dust filter has moved under the hood. It's much easier and more convenient to change than the 210. MB specs a combination filter that has charcoal embedded in the filter element, so it does kinda/sorta have an always on function.

At least some of the 211 cars with the 4 zone climate control have additional charcoal filters located in the HVAC box. These are changed from inside the cabin, the passenger footwell lining must be removed. The 4 zone climate control is standard on the E500 and E55. Although it's optional on other models, I've never seen an E320/E350 or diesel equipped with it. Early model year 211 cars have a charcoal filter button just like the 210. On later model 211 cars this was replaced with the a/c button. What is not clear to me is whether lack of a button implies lack of charcoal filters?

At any rate, it's unlikely you need be concerned because your new Bluetec will almost certainly have the 2 zone climate control system.