If I am parking the car and I close one or both windows, and while the windows are closing I turn off the engine, the windows stop closing.
It happens 2 times of 3, since this is what I do every time I park in the garage (my work)
Clearly it seems to be an electrical issue, some signal or voltage that changes when the car is turned off, which interferes with the signal movement of the windows.
I have tried the opposite, open/close the windows and start the car, but the behaviour is ok (windows stops opening/closing while engine is starting but it continues when the engine is on).

I have a friend who has this problem with his Jeep Renegade, and in that case (Renegade made in Brazil) is a "owners known issue" that affects 90% of new Jeep Renegade owners. This is not covered by the warranty and is not treated as a issue by Jeep either.

Has anyone had this problem and found a fix?

 

Yes, it should stay on, power to the doors until you open the doors unless it's coded that way for cars in South America

 

There are times that the window keeps going up (1 out of 3) but sometimes (2 out of 3) not. I understand your comment but it is not a coding feature nor similar.

It is the same behaviour as when you put your arm in the window (and both sides at the same time!)
It also sometimes has this behaviour with the car on or off (without turning the engine on or off and with the all the lights and radio off).
Maybe it's something related with V variation...