Yes, key must be turned to get the lock cylinder out. There is a hardened pin that needs pressed to remove the cylinder. Some cars have a barbed stem that will only clear the ignition switch if the key is turned. Do any of the vids show a barb on the end of the lock cyl? What you are looking for is a flat stem with a necked down area closest to the lock cyl. This goes into a rectangular slot further preventing cyl removal unless the key is turned.

Worst case you might have to buy a steering column, try car-part.com , this is a nation wide salvage yard search. If you go this route be sure it comes with a key so you can remove the old cylinder and replace it with one that matches your car. The MB dealer can order locks that match your car. And, if you decide to use the replacement column lock, you must remove the RFID antenna , tape in an original key and hide it under the dash so the DAS X anti theft will allow the car to start.