Can it be so that the US-owners have more problem to catch rare spareparts since US dealers will discontinue them?
No. US dealers can get any MB part that is available worldwide, as long as it is not "comm-blocked" for US cars. For example, the Euro 500E headlights are (again) "comm blocked" for US owners. However Tom Hanson of the Classic Center can order these on a special basis for folks who need these "comm blocked" parts.
No US MB dealer will "discontinue" parts - they have the same access to the worldwide MB parts network as non-US dealers do. But it is true that some parts for non-US models will not be quite as easily available in the US. However there are ways around this -- order through a German dealer, or through a non-US parts house like Speed Autoteile, who will ship comm-blocked parts to the US. But the first avenue for difficult to get parts should be Tom Hanson at the Classic Center. Then Plan B or Plan C.
Now, with regard to "suggested parts we should stock up on."
There are a couple of schools of thought here, and a few different factors that come into play. Schools of thought are that you should just replace parts as you need them, because it doesn't make sense to buy and store parts, and MB makes so much available. Or, buy and store parts (especially expensive and/or rare ones) so that you have a hedge against the part becoming NLA or exhorbitantly expensive in the future.
Honestly, more and more parts will become NLA in the future. Particularly interior trim pieces of specific colors. However, so much is available via eBay and other venues, that people will be able to find parts in the future with little problem. For the E500E, only a few interior colors were made for US models, so the pool of spares from wrecked cars is actually pretty high. For other "wear" parts like window regulators or common stuff, it's shared with other W124 models and the supply will remain high well into the future -- either used or new from MB.
Even V-8 and 500E-specific things like the car's CAN computers are fairly readily available either through this site or others. I have begun to collect 124 and 126 computers, EZLs, relays and other electrical parts simply because they are available cheaply, and don't take up a lot of room to store, store well, and they are not getting any cheaper. But honestly it's pretty rare these days for LH computers or EZLs to wear out. Yes it happens, but not on a monthly basis among all of us. So it's a good idea (if you plan to keep your car) to get these types of parts that will keep the car off the road if you don't have them.
But for something like a window regulator, or a piece of glass ... this stuff is going to be readily available long into the future. It's all shared with other W124 models and there is a robust aftermarket of suppliers for this stuff.
Honestly, most people won't keep their cars for even 5 years so hoarding parts is not a major concern for most owners. For those of us who consider ourselves "lifetime" or long-term owners (10+ years), then it's a good idea to grab some selected parts. Scour your wrecking yards for E420s/400Es, and/or buy a parts car with your interior color. But for me, I don't have a "list" of parts to hoard. So much is still available and will continue to be available either new or used, that I'm not worried about it.
I have experience with this through my ownership of the 6.3 and 6.9, which were both MUCH more exclusive models with a higher ratio of exclusive parts to their specific "civilian chassis" model than the 500E has with both the W124 and the R129/W140. Even with the 6.3 and 6.9, it's fairly easy to get used parts and/or rebuild them, and there has and is a steady stream of parts cars to donate spares.
As for interior parts ... they can be purchased new, purchased used, or "civilian" interior parts can be repurposed or re-dyed for the 500E. Wood can be refinished. Leather can be replaced. Hell, even Limited leather is being re-created by our friends in the Fatherland !!
So bottom line .... it's not worth fussing too much about. Buy some computers and stuff, if you must. Otherwise, just drive the car and replace things as they wear out. Spares are not an issue.
Cheers,
Gerry