Had somewhat of a similar problem, the rear driver side tailight kept on going of, especially on breaking. Everytime I got into the car and started it, as soon as I pressed the breaks to shift into drive, "lamp defective" came up on the LCD. Tried changing the bulb, which helped for couple of days and then the problem returned, turns out it was the bulb housing defect which kept on burning the bulbs. Took it to the dealer couple of weeks ago, who fixed it under warranty by replacing the whole break tailight housing, seems to be fine now (knock on wood

). From what I understood it was a common problem on the W210.
I am not sure if this is what's causing your light to go out, but hope this helps, and good luck fixing the problem.