This used to happen on MK4s, and I had a similar problem on my last Ibiza.
It turned out the lock cylinder was playing up, it was thinking that the key was in the door lock, being held in the anti-clockwise position (wind down the windows mode).
It happened to me at this time of year too, I think it got water inside which froze and did the damage.
My windows have never opened over night but sometimes I will be driving and I pull the up window so it shuts totally. When the window reaches the top a second later it will come down by itself and stop 3/4 of the way down. It doesn't happen very often though. Maybe two times since I've owned it.
Also sometimes my passenger door will stay locked (when I press it twice to unlock all doors). Its really quite annoying!
Mine does all these things too, when I get my hands on VCDS I'm turning 2-stage locking off. My theory on the window was down to my car as my door frame seems to be a bit bent, but upon further inspection it's definately something electrical as something keeps on cutting the power on the upwards stage, no matter where the window is and whether I use the switch on the door, key in door lock, or with the remote.
My next step is to take the door skin off (damn sight easier than removing the door card and the window reg frame!) and check the wiring. We had a 55 reg Golf Plus in at work the other week and we found half the door wires broken. It takes me 5 minutes to shut every morning, bloody annoying!
