Each has their respective place and purpose, and personally I would not use loctite where a locking fastener is called for. I'm not an engineer and as you note MB knows what they are doing, so it's a bit illogical to think they wouldn't specify one over the other for a functional reason.
Locking fasteners can be pricey...but unintended disassembly is decidedly more costly.
Locking fasteners can be pricey...but unintended disassembly is decidedly more costly.