I agree with TheStig, I think it makes sense, you still have the SL and SLK AMG etc they know where they are positioning the cars etc; I think it makes sense, to be honest I would buy the E Class AMG over the CLK AMG.
As for the CLS and E Class being very close on price, I just had a look (the old E class) and they are not that close on price (£10K diff) and what's more as someone who will be buying one (not an AMG version) they are different cars and different audiences.
I like them both a lot, CLS I really love from the first moment I set eyes on it! Merc will keep it looking as good!! Merc are really on form......well done Merc!!