It's up to the consumer: if you want a safe winter car, both BMW and MB will sell you an all-wheel-drive vehicle.
If you want to spend less, save weight, and have an enjoyable oversteer experience, they'll sell you a rear-wheel-drive vehicle.
These days the electronic stability control systems in new cars make it almost irrelevant whether a car is RWD or FWD, unless you are on a racetrack. The cars will usually take control from the driver before serious oversteer becomes a problem.
And if that's not good enough, Mercedes and BMW offer a lot of AWD models.
FR (front-engine, rear whe drive) cars do have less traction in snow because there is less weight over the rear wheels. This is correct.
But there is nothing unsafe about FR. It has been around since the dawn of the automobile and continues to be the layout of choice outside of econoboxes and mid-engine sports cars.
Mercedes-Benz also manufacture front wheel drive cars too, so feel free to purchase those instead.
But then the only advantage you get in winter driving comes from fitting tyres (or tyre chains) appropriate to the conditions.