It actually has to do with how the headlamp is designed. I for one HATE how M-B is doing it with the ML and SL, when it's integrated into the headlamp. Takes me back to 90's cars where in order for them to look even decent you have to buy "clear corners" right away. With these 1-piece headlamps, it's very expensive to rid those orange eyesores, as you have to get a whole new unit.
With the E, and all other cars with bumper reflectors, we can simply wrap over them in black (which I do and actually finds it can be a design enhancement if the car is thematic with the black color), or you can get cheap clear corners, or simply paint over it.