Your remote has two simultaneous modes, one uses RF for distant, not line-of-sight control of the door locks and the other uses infrared which communicates with the receiver in the door handle. This is the one which opens/closes the windows and sunroof. You must be close in with line-of-sight to the door handle for it to work. This is done to avoid accidentaly opening the windows and sunroof from afar in the middle of a rain storm. You can open/close the windows with the remote by holding the button if you are close and have a clear shot to the receiver in the door handle.
All of this is also in the owner's manual.
Regards, Dan

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2012 E350 Bluetech