Its not safety it is probably because of our outdated regulations (like hey sensors! They don't exist!) and lawsuits/liability exposure. Some German cars I have had have done this while other manufacturers disable it in the US. Same with folding side mirrors, some manufacturers will disable it.I was told by the JLR person that although Global Closing of the windows using the key fob (holding the lock button on the fob for 3 seconds) is mentioned in the manual it is disabled in the US (and perhaps other countries) because of safety reasons. I guess the concern is that you could accidentally close the windows on a child or a pet you left in the car with the windows cracked? (Which is probably a bad idea to to begin with)
I do believe you can lock the car and close all the windows remotely using Jaguar Remote app, so I don't know how that jives with the safety concern.