I thought about the samething too a while ago. My theory is that MB is testing the new CLK on their closed test tracks. Next on the list is the C63 which will if I know MB make it's debut at Frankfurt. The estate is also due before the CLK and will hit the roads before new year.
As for the CLK we don't know what MB has planned. We don't know if it will just be a 2 door version of the CLK or if it will differ dignifigantly from the sedan, like with the S and CL