I'd look into it, but based on the cars dash mpg the Audi will achieve 50mpg at steady 70mph, the Merc will do about 36mpg. This seems to marry up to online reviews/specs of each car.
To me the Merc feels heavy and older tech, although it's younger than the Audi by a couple of years, even my wife said the Audi feels sportier and more responsive.
The Audi is noticeably quicker, smoother, larger, more efficient and more fun to drive. It feels better built too. I've had the Audi for over 6 years (2006 model) and has required nothing other than serviceable stuff. The Merc, we've had for 6 months (2008 model), it's required new glow plugs, the CD changer stopped working and the radio reception is cr*p, seems to flatten the battery and has a bunch of other small niggles that need sorting. Most is previous owner's lack of care so may not be down to build quality. Also the paint finish is thinner than the Audi.
The Audi does like to chew through certain brands of tyres though.