I have had my M3 for a month. Once when traveling on a ferry I returned to my car and found the rear passenger window all the way down. There had not been a passenger in the rear seat. I thought someone had broken my window until I realized there was no glass.
Yesterday I returned to my car and saw rain drops on the front seat. The window was in the slightly lowered position as if it had not rolled up after the door was closed.
I’m planning to make a habit, at least for a while, of walking around the car when I park to determine whether it is user error or a problem with the car.
Fortunately, buying the car has impoverished me sufficiently that I have nothing valuable to keep in the car.