Yes, you need the windows to do that to get a good seal when the doors are frameless. It is not strictly necessary, but it reduces wind noise.
People only think there's something special about BMW or Mercedes because they have not worked on cars. Once you have worked on a couple dozen different vehicles and gotten to know how they are put together you realize there is nothing at all special about modern BMWs or Mercedes compared to other modern cars. After the Lexus LS ate their luxury car lunch they all have been relentless cost cutters, but even before that they were starting to worsen the value proposition and depend on their logos and interiors to sell cars. The interiors matter, but if the underpinnings aren't as special as they are, they also aren't sufficient.
The Japanese figured out much better ways to design and build cars than the Germans, and it has showed since the nineties, and it still shows today. German cars are overwrought, with unnecessary complexities in basic components like electrical harnesses which cause more problems than they're worth, instead of overbuilt like they were in the 80s. This isn't even so much about mass because the W126 wasn't very heavy at all, it's about design iteration and spending money perfecting parts and systems. They don't even care about mass any more except for the most special or most budget cars, everything else is now heavy AF.