No harm in running it past an MB dealership and giving it a try. They can only say no, and may well say yes.
It is probably wheel related - check all nuts are tight. Even MB can miss this on a PDI. Feeling the vibration through the steering wheel narrows it down to the front. Maybe a badly out of balance wheel.
Let's face it, any significant vibration through the wheel needs the cause to be identified before you know that the car is safe to drive.
So - you either check it yourself, and if nothing obvious, go to an MB dealer or back to a Hertz location