There's a "convenience module" somewhere in the car that allows you to keep the remote button pressed and so roll up all of the windows and close the sunroof as well as locking the car. If that module were to malfunction, symptoms like yours might appear. Someone here with your model year should be able to provide the location of the thing, which is just an expensive electronic relay.
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"Buster" in the '95
Our all-Diesel family
1996 E300D (W210) . .338,000 miles Wife's car
2005 E320 CDI . . 113,000 miles My car
Santa Rosa population 176,762 (2022)
Total. . . . . . . . . . . . 627,762
"Oh lord won't you buy me a Mercedes Benz."
-- Janis Joplin, October 1, 1970
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