I guess i have to say that I do totally disagree about her singing a biographical song. I would say she doesn't have to KNOW she is... but I don't think there's any way both songs are not meant to introduce the audience to Sally and her world. The writers and director should absolutely expect every song in a musical to be useful in this way and I don't think either song was written or used as just an example of a kind of song she might sing in a cabaret with no design for it to have double meaning or work on 2 levels.
And I do agree that Don't Tell Mama does what you say, but I still think Mein Herr does a better job of it. It isn't as witty, but witty isn't necessarily the only or best thing to have in a song in this spot.
And it's also fabulous in the movie because of the song itself, which is a fabulous sexy number regardless of how it stands up next to the song it replaced. :)