as others have said, its because the weather stripping is not connected to the tops of the windows as opposed to on sedans. the closing action simply ensures a snug fit under the stripping. and as far as having that feature on higher end makes and models, my 97 328is does it every time
edit: plus coupe windows are generally a lot bigger than those on sedans, idk what thats has to do with anything. just throwing it out lol