You can often rebuild them using larger washers. The small screws that hold them on tend to "pull thro"due to localised corrosion. One solution is to spread that securing load over a wider area. They probably help dissipate heat from the exhaust which might melt the underbody paint finish or conduct heat to the interior of the car. This is more likely to happen when the car is halted and there is no cooling air following over the exhaust surface. I'm pretty sure there is a good reason for Mercedes putting these in place otherwise why would they do it. You can probably do without them as your local garage said but given the choice I would at least attempt a repair.