You're right - no sunglass holder on the 2017 B250e (the 2017 CLA and the 2014 B-class has it on the mirror). The 2014 also had the flip-down seat pockets that flipped down at the front of the seat that were supposed to be used for that too. I never used any of them because I would probably forget the sunglasses were in there anyway.
I poked around today in the 2017 model, and I'm not sure, but the side door compartment looks different - deeper. There are two deep "pockets" of hard plastic toward the rear of it, and one of them could be useful for sunglasses.
2012 Nissan Leaf, 2014 Mercedes B-electric, 2017 Mercedes B250e