Check Engine Light on 1994 E420 does not light up

My recently purchased 94 E420 check engine light does not light up when I turn the ignition on without starting (all lights come on except the
CE and opposite side first lamp). Was this disabled by dealer or last owner? And how can I check it?
Thanks, Fredrik
BTW-- this car rockets even at 175K miles old, burns no oil and beats out S500 due to lighter chassis, I shopped a 97 E430 and it didn't feel like a Mercedes the way W124s do.
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