I had the same issue happen to me last night: windows all down, car unlocked. My key/fob seems to be malfunctionning. Even after going in the car, raising the windows, the would automatically come back down. To identify the root cause, I kept the two sides of the fob separated so that there was no contact as soon as I raised the windows. Then, I'd keep the two sides apart. The windows stayed up during the night. This morning, I looked inside the key/fob and it looks like there was a piece of rubber that came unglued therefore there was always a contact on the down button.