I have a weird problem on my octy where if on a dry day .... I lower any of the windows and raise them again, there is always a film of dirty water left on the outside.

It not so much of a problem more it just leaves dirty marks on outside the windows after i have cleaned them.

Is this a 'feature' or is it just mine?

Nope,mine too. The window surround rubber is coated in a fur-like substance. If you think about it, the glass in the door needs to be as water tight as possible but slide up and down too. This fur-like trim holds water and grime for ages and at this time of the year when the sun catches the side window it is awful.

One of the last jobs you could do when washing the car is wind the windows down and give the fur a wipe with a damp cloth to try and remove most of the grime but unless you want to stand there with a hair dryer it won't dry for a while. Summer time I don't have this problem as stuff dries so quickly.