I got to watch the video again - apparently the guy in the Benz is able to keep his car on the car in a fairly decent manner. The peeps in the Bimmer (read: the driver) simply underestimated the effects of a heavily loaded smaller car making sudden lane changes at 200kmh/125MPH.
check this one out as well - OK the original RS4 simply had an awesome chassis.
YouTube - BWM M5 Race against Audi RS4 never seen befor like this!!