Being an ML owner myself, I think he may be trying to avoid the Exxon Valdez-like spillage that comes from removing the oil filter...there isn't a good way to do this without a real mess.

But there is a thread on the ML forum about a universal filler drain petcock that's available that will allow you to nicely drain the oil first, and spare the mess of the traditional ML oil filter issue...

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2009 ML350 (106K) - Family vehicle
2001 CLK430 Cabriolet (80K) - Wife's car
2005 BMW 645CI (138K) - My daily driver
2016 Mustang (32K) - Daughter's car