gernerally 32k miles without service history is not a disaster, but the price would have to reflect the lack of history, probably to the tune of 20%.
However check that everything works and that there has been some evidence of oil changes, such as oil not looking like treacle, being at the right level and evidence the sump plug has had a spanner on it.
You can take samples of oil and get it analysed for contaminants etc and how much life there is in/ This would give you an idea of condition of engine and whether it has had oil changes it as I do for large commercial earth moving machinery. However for a car at this level it might not be worth it, just go on gut feeling and maybe take a knowledgable mate with you
If the above is ok and price is adjusted accordingly expect to spend £4k on it when you take it to a Merc dealer (worst case scenerio here) getting it tip top again
Once serviced up with the addnl costs (assume everything works) you total expenditure should be £1k or so of an identical car with fsh. Therefore the car has to be about £4-5k less than one with fsh
I would not shy away from it, assuming its price is knocked down
Cliveboy has it right - call the original supplying dealer and ask for a printout of the MB history. Or if they have said they don't have any, as you posted above, then try MB UK. Or perhaps the dealer selling can call the guy who PX'd it with them and ask. It does matter - apart from mechanical issues, if it hasn't seen an MB workshop since 2008 it won't have Mobilolife cover any longer and won't have bodywork warranty.
However, it would be very unusual for a car that new to have had no servicing at all; my guess is it has been serviced, but book wasn't stamped. The owner presumably had it from new and has now traded it in 3 years later for something ugly (it's at an Infiniti dealer....)
Personally, if I couldn't trace any service history to MB's satisfaction on a car that age then I'd walk away. Plenty of E220CDi's around....