Window rolling down after locking your car

Someone may be sharing your remote frequency ,,, Obviously your car is still under warranty ... the dealer can do a simple modification and all should be well

If Teddy Kennedy had that in his car than he would have been elected President

You likely held down the unlock key on the keyfob. This will automatically roll the windows down and open the sunroof if you have one. I use it all the time in AZ when I approach the car in the summer to expel all the hot air in the car in 110 plus summers.