SL does stand for 'Sport Lightweight' or at least it used to. A soft top would save close to an additional 200 pounds although then the problems with noise and leaking come back. That said, the R232 SL would be much sportier with so much weight removed especially from a high center of gravity location.
Mercedes also intends to pass these weight savings on to the SLK which is expected to based on the SL platform. That means similar mechanisms for the tops and a similar chassis. It is a cost cutting measure, clearly, but it may result in making both Mercedes roadsters more fun to drive.
This is speculation based on a report from German publication AutoBild without any official Mercedes support. For all we know Mercedes will retain the hard top and try to lose weight with carbon fiber, plastics, and aluminum. What we do know for sure is the SLK and SL will share a platform but considering we will not see these next generation cars until six years or so from now a whole lot can change.