Listen very carefully with your ear next to the slot, do you hear a hissing sound right after you've closed the door?
Also, this requires some fiddling, whenever the windows don't go up, try to 'open' the door by pulling the handle enough to let the electronics of the car think you're opening the door, but without actually moving the door opening mechanism and thus opening the door.
If the windows go up instantly, I think you might have a leaking door actuator, which is used by the softclose system