The only down side I can see with this is if you have a faulty door control module (which are quite common on the Mk5), if this was the case then the window would then roll down thinking something is trapped in the window.
I had one which meant when I used the keyfob to lock the car and close the windows the window would then drop as it though there was something trapped (even if the window was fully up as it must send the close command no matter what) - meaning you then have to get in the car, turn the ignition on and close the window manually.