Not all Mercedes SLKs were built in Bremen, Germany, the SLK 320 being built in South Africa and Mexico. The very first R170 Mercedes SLK was completed on January 29, 1997 and last on April 7, 2004.
Normally a car's country of origin for insurance purposes is the location of the original supplying MB dealer in this case:- the UK??? Insurance wise if a car was supplied/manufactured out with the EU there might be problems with type approval/delivery import restrictions for parts to repair it which would mean long delays in repair time= long courtesy car rental/time. That's all I can think of- but should not apply in this case anyway.