s4audi,
I recently installed an AVIC-Z140BH into my SLK55 AMG and had the exact same issue.
I received a powered antenna adapter as part of a kit that I ordered from Dietz Electronics and it turned out to be a bad adapter.
I went to the local electronics store and purchased a standard antenna adapter and now it works perfect.
Who ever did the install should fix this for you. There should be no reception issues at all with the new radio.
Also, please fill out your profile so people will know what region of the world you live in
Thanks and good luck