well if you pump it you wont get it all out or the sludge at the bottom! that came from boats i used to work on them, as the bottom of the engine is! well on the bottom! get it stinking hot and drain it out via the sump plug! as well as changing the filter .
yes they would do as they can get a lad to do it for £6 per hour rather than a fitter on £15, its all down to time and cost, not your cars health! some of us on here have worked for MB dealers, but what do we know , you makes your own choice, we can only give advice from experience as mechanics, some retired like me but still interested in engines etc!
As long as its regularly serviced, I cant see there will be much sludge left in the pan. Surely if the sludge is too thick to be sucked up the dip tube, it will also be too thick to drain out of the sump plug.
My old oil filters do not show evidence of any crap oil, in fact I am surprised just how clean and fluid the oil appears to be.