All 5 speed electrohydraulic auto boxes 96 on originally came new without dipstick and with a red tamperproof clip.The idea I think is to stop topping up as the fill level is critical.The red cap section is often disgarded when prized off.
ZF boxes in modern BMW's often have the same system.In theory the oil's life is greater than the transmission friction bands etc. so yes it is filled for life in that modern oils do not break down in a non-combustion environment.The crud collects in the pan and filter.However in practice Mercedes dealers would much rather have another operation they can profit from ! Given these gearboxes have been having their oil changed from around mid 97 on it would appear to be a non-issue really as the failures have been non-lubrication related.

adam