The good news is this car feels and drives like a Mercedes-Benz. In fact, it's even a little better than most Benzes in some respects.
There are advantages to having a turbocharged four-cylinder engine rather than a bigger V6 or V8. The CLA feels light and nimble. The steering also feels direct but comfortable and not twitchy. The brakes are, likewise, smooth and predictable.
At 26 miles per gallon in the city and 38 on the highway, fuel economy is way, way better than you'd ordinarily expect from a non-hybrid luxury car. That impressive performance metric, however, does come with a downside.