Here's a link for the instrument panel schematic that you need... without it, I think you're just stabbing in the dark.
http://www.autolib.diakom.ru:8001/CAR/Mercedes-Benz/1996/S320/SYSTEM%20WIRING%20DIAGRAMS/5932.pdf
According to the schematic, the only way the light can be on when the sensor in the tank is unplugged is if there is a short to ground between the instrument cluster and the sensor.
Wire A3 in the schematic. BRN/YEL
Hope this helps.