The DAB radio on my E Class starts on the previous station. The only thing that sometimes happens is that I sometimes notice it has switched to FM.
I don't mean when DAB reception is poor where it switches to and fro (very useful feature), but that it's just gone over to 'FM mode', and I have to reselect DAB. Not a big problem though.
Generally very impressed with it - better reception than I had hoped for, very few drop-outs.
I quite often drive on the A66 between Penrith and Keswick and the FM signal has always been pretty poor along much of that, but there's a reasonable amount of DAB coverage even there, and when there isn't it tries FM. So the overall experiance is definitely improved - the dead spots aren't always in the same place if you see what I mean...