What exactly is on the cdr? Is the music in standard audio cda format or is it in mp3 format? If it's an audio cd copy (cda format) there's really no technical reason to stop you from using cdrs. If the music is in mp3 format, or worse wma, the player would require the smarts to handle reading and playing the files.
Now, if MB makes a broad statement about cdr usage in general, it might just be that they don't want to bother testing all the possible cdr brand combos in their players. I'm not sure how the automotive industry handles these cases, but in the computer industry, we only certify what has been tested, documented and is known to work.
I hope this can clarify matters a bit.