mdadgar

My guess is that they fire up the glow plugs as soon as the car detects the Keyless Go fob within range, under the assumption that you're probably going to want to start the vehicle. If you don't, it just times out and shuts off after a couple of minutes.

- Mark

Fourdiesel

There are two big factors that affect the cold start: First and most important are the pizeoelectric injectors and the high pressure common rail fuel lines that supply them. These injectors are so fast that they can deliver up to 5 mini pulses of fuel in the time the old style mechanical injectors delivered just ONE. Each of the pulses can thus deliver different amounts of diesel at different times in the combustion cycle. The first mini pulse can put a tiny amount in BEFORE the piston gets to the top - as this starts to burn it heats the surroundings so that the second and subsequent mini pulses fire off right away.
The second big factor is the fact that, on the Mercedes V6 diesel, the factory compression ratio is only 16.5:1. Most mechanically injected diesels need to have around 20:1 to be able to start reliably. The lower ratio means that the engine is easier to spin faster when cold. Faster spin time means more compression heat to get the air to ignition temperature. Full synthetic oils help also because they don't get thick and viscous nearly as fast as the 'regular' oil types - also means faster start RPMS. But even the lower compression ratio wouldn't have been enough without the fine control offered by the pizeo injectors.
Add to all that just a LITTLE bit of heat from the glow plugs and the engine is firing right away!