The Owners Manual does NOT mention that feature.
That's common on Lexus products, so it might be true for the GX 470. Frankly, I always thought it was useless, because you can't put the windows back up from the remote. You either have to put the key in the lock and hold it or use the normal buttons inside the door.
I have that option on my wifes 06 Accord. It is great in the summer when the car has been sitting in a parking lot all day, you can drop the windows and let it air out a little before you get in...that is until the remote starter is installed. Your right though, you cant put them back up.