I just bought a 2010 C63 and am not familiar with these cars.

Ive noticed that sometimes both fogs are on and other times one side is on and the other is off. Why is this? Is there a setting causing this?

 

they double as cornering lights
so only the one in the direction of the turn will turn on

 

They are primarily cornering lights and work when turning in forward or reverse at low speeds. They focus toward the sides of the car unlike fog lights. If you turn left and right in a short period of time you'll find them both on briefly. You have an option to use them similar to fog or driving lights by manually turning both on.