The probe now covers nearly 253,000 cars from the 2008 through 2011 model years.
The National Highway Traffic Safety Administration says the stop, tail and turn signal lights can fail because of a melted electrical connector. The agency and Mercedes have received 402 complaints, including five fires and one injury.
Mercedes also reported more than 23,000 warranty claims that could be tied to the problem.
The safety agency has upgraded the probe to an engineering analysis. That's a step closer to a recall, but so far no recall has been issued.
Investigators say the problem appears to be worsening as the vehicles get older. A Mercedes spokesman said the company is cooperating with the investigation.