I've been having a similar problem with my CL500 Coupe 1999.
When you turn the key, sometimes it acts like it is locked. Un an unsuccesful start, you hear a whirr like a fan is running when you turn the key, but the steering collumn is locked.
Leaving it for a while, and trying later has been successful. The reason it does not seem like the battery is because the car could be running for an hour, and then you switch the car off and on and the problem is there immediately.
At Mercedes Service, they replaced the batteries on the keys (charged me £200 quid for that!) and said they "fixed it".
Looks like I'll ask them for the Quick Test Diagnostics report (which will report battery voltage levels). Anything else I should ask for?
Thanks,
Steve