Like many other recent coupes and all cabriolets, the S5′s two doors do not have a frame that goes around the window. From a design and styling point of view, it makes a lot of sense; as well as it makes it easier and less expensive to make a cabriolet version (as the doors can be re-used).
From a practical side of things, there are a couple of drawbacks. The first drawback is the lack of support for the door window and increases the chances of breaking the window. The second drawback is that, on many cars, the window automatically rolls down a bit and back up when the door is opened and closed. That can add wear and tear to the motor and regulators (something that Audi hasn’t had a great track record on).
The other, and more relevant drawback for those that live in rainy areas, is that there usually isn’t anything to catch the water that rolls off of the roof of the car. Case in point, if I have the windows rolled down and make a sharp right turn or curve, any water that is on the roof will glide down the driver’s side and splatter on to the inside of the door or on to the left arm. To avoid the issue, I sometimes wait to roll down the window until I fling the water off of the roof; or, live with it and have a towel to soak up the water when it happens.
Is it a major issue? Not really, but is a slight annoyance when it is late Spring or early Autumn in the Pacific Northwest. Anyway, any native Oregonian from the Willamette Valley gets used to expected water drippage. It’s just a small price to pay for such an amazing looking coupe.