US JSWs don't seem to support any kind of autoclose on the sunroof, whether it's from the keyfob or the rain sensor.
I was able to program my 2009 JSW to close the windows and sunroof with the key fob by pressing it twice, you need to use VAGCOM (I think this is all of the settings, always write down the settings before hand, in case you want to revert back!):
46-Central Conv
Byte 6, bit 5, uncheck
byte 6, bit 6 (comfort function automatic closing), check
byte 7, bit 2, check
byte 7, bit 5, check
byte 8, bit 1 2 4 6, check
byte 8, bit 5, check
I can close all of the windows and the sunroof (plus the interior shade) and I can also open all of the windows, vent the sunroof, and fully open the interior shade.
For closing, just lock the car with the lock button on the remote, then press and hold the lock button a second time until the windows start to close, then release, the everything will fully close.
To open, just unlock the car once, then press and hold again, but when you let go of the button, the windows stop opening at that point.