It will give that alarm when the trunk is overfilled while the top is down,
or if the trunk lid isn't completely down and hydraulically locked by the
roof mechanism.

There is a diagram of the roof wiring and switches on alldatadiy.com
(subscription required) that shows the microswitches involved in the roof.
A couple of the microswitches at the forward part of the trunk may need
adjustment to confirm that the lid is stowed and locked after putting the
top down.

My previous SLK did something similar, but when it was supposed to be
closed.  It was a defective wire to a microswitch that confirmed the
hydraulic locking at the windshield had occurred.  Changed the wire, and it
was fixed.  And I stopped overfilling the trunk to avoid the alarm when
putting the top down.