The remote function on these keys needs to be tricked into working for power down windows. Open all the windows fromm inside the car then close them all using the remote and then unlock with the first click then hold the second click down until they all open. It depends on how you have your key set up too but the power up/power down doesn't always work the way you think it should. I have the same car.

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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