I recently rented a new car, and just wanted to sit with the windows open while waiting.

After I shut the engine off, the interior lights and dash display would remain on for 5+ minutes. If I locked the doors, the interior lights would shut off, but it would automatically roll up all of the windows. Examples of "features" that are infuriating.

That sounds like the kind of feature where there's a setting buried in the menus for it.