Talked to a friend with a new AWD Mercedes who experiences the same thing. It's a known condition in the MB world, referred to as 'crabbing'. Sounds like a few things will increase crabbing: wide performance tires, new tires, cold weather, alignment, tire pressure...
I just had new tires installed on the front, the rear tires only have a couple thousand miles on them. All are OEM spec Michelin, correct size and air pressure, and I live in Michigan and we are just finally coming into spring weather.
Anyone else heard of this?