Welcome to the forum. The window closure is an option that you might not have. Did you hold the key in the drivers lock turned all the way to the right for at least 5 secs? That would close the windows if you had that feature. Not sure what you mean about Tunnel function.

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dtf
1994 E320 Wagon (Died @ 308,669 miles)
1995 E300 Diesel (228,000)
1999 E300 Turbodiesel ( died @ 255,000)
2006 Toyota Tundra SR5 AC 4X4 (115,000 miles) rusted frame - sold to chop shop
2011 Audi A4 Avant (165,000 miles) Seized engine - donated to Salvation Army
BMW 330 xi 6 speed manual (175,034 miles)
2014 E350 4Matic Wagon 128,000 miles
2018 Dodge Ram 21,000 miles