Yup, all E500E and all 400E/E420worldwide had standard illuminated mirrors. North American-spec 124 have illuminated mirrors as standard equipment, for all years, all models. If you don't have a 400E/500E, and your car is Euro-spec (not built for North America market), it's possible it did not come with illuminated mirrors as
@doolar stated above.
Illuminated mirrors look like this:
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