My Sprinter was the same way, when I had the exhaust replaced the shop rerouted the pipe straight out the side, but honestly had no fumes in the cabin.
Glad you found your problem and it was an easy fix.
I like the idea of throwing a carbon monoxide detector to check the integrity of the exhaust. My sister complained of fumes in the back seat of my '66 300. I am just looking for an excuse to add dual exhaust.