Yes, I had my car for 3 months now or so, and yes its Sweden.
About your questions, well..
1. The responsive on the engine is pretty nice, but as you say im not so impressed as I would like, its a lot better in Race mode then in Normal Eco mode. But still this is also a little missleaded by the engine sound. I had a bmw before and when I floored it the engine sounded but in the c250 you almost dont hear the rev of the engine and that why you may feel it slower, not sure.
2. The HK sound system is nice, but to be frank after listening a lot to it, Im not so so impressed by it, it works well but maybe not worth the extra money that is costs, today I would not order it.
3. I dont have the big board navigation called COMMAND in my, I only have the Becker one and its a lot worse then my BMW, but I also had the Command system in my bmw. Not sure if its the same navigation in the mercedes command and the becker, maybe someone else know the this?
4. I dont have the Command system so cannot use the voice for the car beside the navigation but there is no Swedish for it yet so its like out of work.
In all I like the car etc, the look is unique on the road, I only seen one cla on the road so far and it was a german imported one. I would definitely buy the car again if someone would ask me this today.