Tony,
Check out this URL: http://www.autoeducation.com/autoshop101/oil-change.htm for oil viscosity info. Here's another URL with a pdf file from the API: http://api-ep.api.org/filelibrary/API_MotorOilGuide_2004.pdf
I don't understand why that dealer uses something (5W40) that is not spec'd by MB. But then again, I follow two other MB forums besides this one and there are many complaints of various dealers who don't do a good job. By the way, I used to live in Seattle some years ago and I always used 10W40 conventional oil year 'round with no problems in a diesel (VW) I had. Also had an oil analysis done every second oil change (3K miles change interval) and all the results always showed normal wear.

Good luck,

Paul