I don't know how MB setup its alert system for ESP, but in the 1999 S600 I drove, while in the exact same situation as you were (right off stop light, etc), when I stepped on the accelerator the triangle came on. So I guess the ESP comes on when it is working.

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1999 Mercedes-Benz S600, 103K miles - garage queen
1988 Mercedes-Benz 560SEL, 89K miles - daily driver
2007 Hyundai Sonata Limited, 31K - daily driver