Try this - on a level road, take your foot off the brake in "Drive" - what happens? The car moves forward. Why? because the car is in gear and the engine is running - not rocket science. There is a specific force that is trying to move the car forward (and succeeding on a level road). Now as you incline the car (nose up), gravity is trying to pull it backwards, and the drive force is trying to move it forward. There is a range of inclines where these forces cancel out and the car stands still. The maximum incline at which the car remains stationary is dependent on the torque of the engine at idle. Our ML430 will remain stationary against our fairly steep driveway, whereas our CLK320 Cabrio used to run forward (we reverse out).
Don't confuse this with some active technology that other cars have, which actually engages the brake when you stop and disengages it again when you press the gas pedal. The CLK does not have this feature, AFAIK.
So the "feature" that you're so excited about, is simple physics. The Japanese cars simply don't have enough low-down torque to keep the car stationary against an incline.
And, as another poster noted, it is probably kinder to your drive train to use the brake in these cases.