You'd best be asking Mercedes exactly how their AWD system works. But it should be like all others. Meaning it is FWD most of the time and will send power to the back when the front(s) starts loosing traction or there's too much power being sent to the front.
With regards to driving in the snow, it all depends on your driving abilities. You can drive a Mustang in the snow if you know the car's driving dynamics and limits, and feather the throttle. I agree with the preference of a Subaru or Audi over a GLK in the snow. I chose a PT Cruiser over a Grand Cherokee in the snow because I knew the Cruiser better than the Cherokee and if I slid sideways I was less scared of flipping or popping a tire loose in the Cruiser. The only problem with the Cruiser is the ground clearance. But in general, a lower powered engine is going to be easier to drive than something that produces a lot of power and torque.
In the end, winter tires, out of all the other things that matter in snow driving (FWD/RWD, power, torque, clearance, etc), are going to be the biggest difference maker.
At least that's what I've gathered from driving flat, hills, and mountains covered in snow in Washington, Oregon, Virginia, and West Virginia. Quebec may be different.
Oh, and in West Virginia, it is only safe to drive in the snow if there is no other driver on the road with you within a one kilometer radius.