On my 06, the TowHaul mode is normally off, NO light on gear shift. Even if I've been using TowHaul mode and shut the ignition off, when restarted, the light and TH mode will be off. TowHaul has to be turned on manually everytime the engine is started (If you want it on). Maybe Cruise America has had them reprogrammed.
A little misnomer for the C-class, you may not be towing, but you are hauling near GVWR (14500lbs) and with the aerodynamics of a brick, even worse. I've found having the TH mode turned on does help with the transmission not hunting for gears on grades. VERY HELPFUL on downgrades with engine/transmission braking.
The first time we took the MH out, the transmission/engine went to 4000 plus rpms held until the grade leveled out. I checked with the Ford dealer and he said that it was normal operation, no worries.
Ken