I worked on a 250SL that had this problem in addition to premature shifts through all gears and no kickdown.
All of the problems were resolved by an adjustment of modulating pressures as described in the BBB.
It is a royal pain. The first step is to set the pressures by adjusting the length of the rod that connects the three position switch to the modulator. The second is to drive the car and observe the pressures and adjust them and the shift points with the screw on the modulator. Drive, raise car, adjust, repeat, repeat.
This has to be done with a pressure gauge and it was a challenge finding fittings to connect the gauge to the test port on the transmission.
The work-around is to move the shifter to 3 and control the shift yourself.