Now, I may see this wrong, but from what I gather, you may have a "secondary" effect at play here.
I don't think, that you actually "preload" your anti roll / sway bar with what you do, but you may get a effect, which feels like "having a bigger bar", and from your comments, there seems to be a perceivable change in handling, so something is "going on".
My 2 cents, is that is that by "preloading" the rubber bushings, you end up with a much "stiffer" bushing in radial direction.
This in turn could mean, that your anti roll /sway bar now actually has to "twist" and work as a it is intented to work.
If you tigthen the bolts with the car on the ground, and have little/no prelaod on the bushings, then , seeing that the bar seems to be quite "stiff" it may becomes easier for the whole assembly to move up and down in the rubber bushings, then to actually "twist" the ARB/sway bar in roll (during cornering).
To understand/picture better what I mean, consider what would happen if you take one of the mountigs of the ARB completely off.
The ARB wouldn't twist the free and would just move up (or down), the ARB trying to stay parallel with the road, while the body would roll.
With the "none preloaded" rubber bushings, you could get a similar effect, the whole assembly will follow " the path of least resistance".
The ARB would first "tilt" in relation to the body, trying to stay parallel with the road and avoiding to be twisted (work like a ARB), if the deflection in the rubber bushings come to an end, the bar will start to twist (work like a ARB).
Now by "preloading" the bushings, the bar cannot longer (or much less) "tilt", and will start twisting sooner/more, providing a larger force to oppose the roll moment (reducing the roll angle), and doing so much sooner, what you may feel like a "sharper" handling.
The "extreme" case, to take this further, would be to replace the rubber mounts by nylon bushings, in this case, you would "force" the ARB to twist right from the beginning --> no secondary/parasitic "tilting" movement w.r.t. the body.
Now, I dunno what MB "intented" to be the "correct" setup,but I would agree with what Brian said.
If the system isn't "designed" to work like this, you may "overstress" your bushings in shear, and will limit their life span.
At one point you may get a "shear failure", the bushing cracking/rupture between the inner and outer clamp/ring and reducing the preloed/stress after a while.
This would be especially the case, if you use your car "off road", and make use of all the suspension travel on a regular basis.
