The usual 4MATIC system in the RWD-based cars has a 50-50% torque split as the default between front and rear axles.
The A, B and CLA Classes use a Haldex-type system, which is a 100% front torque default, with some of the power being transferable to the rear if the front wheels start to slip. Haldex systems have undersized drivetrain components on the axle that normally gets zero drive - they are not designed for full time use.
Haldex systems are not generally thought of as being well suited for high performance applications, which makes the particular application in the case of the AMG version something of a curiosity to me.
I would not bother with the 4MATIC in the regular CLA 250 (or B Class for that matter), for the reasons above, plus the increased complexity, weight and fuel economy penalty.