That's because Mercedes quality is crap and repairs/parts are sky high. I have bought one Mercedes, and one extended warranty in my life, and Mercedes certainly didn't make any money on that one. Replaced supercharger, ignition system twice, entire sunroof, plus many sunroof repairs, and a bunch of other crap. When the extended was about to end, the car was gone. Never again. Mazda reliability and repair cost makes the extended warranty, especially for that price, silly.
I used to work for Mazda and I now work for Mercedes if you plan on putting that many miles on a car I would suggest getting the extended warranty. All cars no matter how great the quality or price are bound to have some problems once they get higher mileage on them. It is like a safety net for that just in case, you would kick yourself if some major repair came about and you didn't have one. I will say this though I would wait to get an extended warranty once it got a little bit closer to the end of the factory warranty in case you end up not keeping it for as long as you may have thought.