Only one other thought is that you can set the car up to switch the heated windows on automatically if it is below a certain temperature on starting. If you have done this maybe it does not switch off as long as the temp remains below that level?
Thanks for all your responses. I looked at the setting for auto on and that's switched off. Maybe I'm not waiting long enough as you suggest (although I'm sure it's been on for at least 20mins). I'll
Monitor more closely. It's certainly meant to go off as it says in the instruction manual.