I found pictures and info online stating that they did come with the "Limited Edition" badge. Mine did include the floor mats as well (althought they are such bad shape now)
"With the Limited Edition SLK230, Mercedes-Benz is throwing in a host of goodies for free. They come dressed in Obsidian Black metallic paint and lined with Oyster/Charcoal two-tone leather. The no-cost option includes 17-inch EVO II-design alloy wheels, special badging, the K2 package and floor mats."
The picture I found online that isn't my car. It's the upper right hand corner of the trunk.