My '88 560sl does this as well. On cold mornings, it will hold 2nd gear for a long time. But only once, after the first shift, it will shift normally. Kind of annoying, and as I drive down my quiet street in the early morning, I always feel embarassed because the car is revving so high. I was told long ago it's by design. Luckily, most of the year it's not that cold here.