Can you not close all windows on locking the car?? This doesn’t seem to work with a long press on the remote?
Do your windows rollup/down when you press the button on the driver side. If not reset it and then try again with your key fob.
Reset is simple, roll down the windows and keep the button pressed for 2-5 secs and release. Roll them up and keep the button pressed for 2-5secs. This will reset the windows and should also make them work with the Key fob.