Electric

Many cars have a delay feature that lets power accessories such as windows operate for a few minutes after removing the key. Try the windows again after a half hour. If they still work, something is not turning off and could run the battery down. YOU DO NOT WANT A DEAD BATTERY ON A VOLKSWAGEN! Don't disconnect it either. That will require a tow to the dealer before the engine will start or raise above idle speed, and come out of park. Just one of the many ways they designed into the car to get your money after the sale.

Can't tell you about the EPS light. Many mechanics, including myself, won't work on Volkswagens for fear of causing more of these "got'chas" and an expensive trip to the dealer. I am reasonably certain the power windows should not work with the key removed. Some models had a problem with window fit so they designed in a method to run the window down an inch automatically when you opened the door, then it rolls back up when the door is closed. Of course a computer module is involved with that, and anytime there's a computer involved, there's a good chance of problems. I'm pretty sure this doesn't apply to the Beetle, but most cars today do use a Body Computer for all kinds of things that used to work fine without one. Some of them go to "sleep mode" up to 20 minutes after the ignition switch is turned off. Anything that interferes with that time-out process can keep the computer drawing high current which will run the battery down very quickly. Even those systems don't let you run the windows with the ignition switch off.

The safest thing to do is visit the dealer before a relatively minor problem becomes an expensive one involving a tow truck. If they tell you the windows are working properly, that will put your mind and mine at ease.