The front fog lights come on when turning left or right. Is this normal and what is the purpose?

it is normal you have the option which is fog lamp cornering which means when the steering wheel is turned left or right a certain degree the corrosponding fog light comes on.
hope this helps

Good idea, and I hope they don't break. They illuminate the road you are turning onto just a bit.

if by fog lights you mean the ones below the bumper and the actual head lights then yea its normal I think all mercedes do that now the Idea is to light dark corners while turning ... useful for people who drive in the mountains :)

hope I answered your question :)