I have that setting enabled on my GSW (2015 TDI Highline), I haven't fully tested the functionality because I don't often leave the sunroof open, but still - don't want to "test", then forget, then end up with soggy interior. But I feel like there have been at least a couple instances where I've noticed it up as it started to sprinkle outside, then had to grab the keys to remote-close the windows/sunroof (which yes - does work well).
With that said, there have been numerous times where I've gotten into the car and the sunshade that runs the full length of the pano roof will have closed up overnight. So, something is sensing something, even with the ignition off and car locked up, so... ¯\_(ツ)_/¯