The vacuum to shut-off valve is not present, so there is likely a leak somewhere. Refer to vacuum diagram under the hood on radiator support (here's link to one in case yours is missing: https://mercedessource.com/problems/vacuum/determining-correct-1980-1985-diesel-vacuum-system-hose-and-line-routing). The emissions controls valves on top of valve cover are first fittings to inspect, since this is near the linkage which you serviced. Next, carefully check each fitting near the firewall where lines enter passenger compartment. Any single fitting being loose will cause reduced vacuum thereby preventing engine shutdown. An easy way to verify leak is confirm that automatic door locking is also not working. Vacuum to door locks also controls engine shut-off valve. Lastly, look at the rear of fuel injection pump, where brown line connects. This is the fitting to shut-off valve and must be properly connected for key-controlled engine shutdown to work correctly. Do not assume a fitting is tight by looking at it, pull the line, then reconnect. A very loose fitting is probably leaking. Diesel oil vapors and airborne particulates degrade rubber fittings, eventually causing leaks. Any rubber hose that is very soft (mushy) should be replaced or at least cut back so stiff solid rubber engages the vacuum fitting. Work slowly, in a logical manner and write things down. The inspection and diagnosis process must be executed thoroughly and succinctly to allow compete and permanent repair.