This can indeed become a factor in a situation whem there's a cost to be incurred and there's a disagreement as to who should be incurring it.
In these circumstances, buying from the dealer puts you in a better position than whem buying directly from MB, mainly because you can actually talk face-to-face to someone who appreciates your custom (and wants you to keep servicing the car with them etc).
But to be fair to the dealer, in this particular case, there's nothing they could have done themselves (other than allowing you to reject the car, perhaps). If they are not supported by MB, and clearly they are not, then there's no much they can do to keep you happy.