I've had the window switch part of my centre console out and there's relays wired up to the window switches which in turn are wired to the alarm unit (i think it's what it is - black box with a sensitvity adjust on it) and i'm guessing they cut the power to the windows off after so long and i've heard clicking behind he door cards which also sound like relays when the windows are fully closed after i used the function on the alarm

You have to hold the window switch to open/close the windows so i know they're not factory fitted