Sorry guys, but that's too simple an explanation. I have experienced similar problem with my 2001 E53. One day I came back to find everything open and car unlocked. I considered the fact I may have accidentally held the button on the key even though it takes a while for it all to happen.... and I do have a habit of looking back at the car from a distance when I leave it somewhere. Anyway, I became very aware of the key to make sure it doesn't accidentally get pressed.... but same thing happened again. There was absolutely no way the key button was held!
And another thing: On very hot days I often find that all windows mysteriously open by themselves by about 3cm or an inch after being parked in the sun for a while... could this be a safety feature in case someone gets locked in there?