power windows work with no key

[ItsAFordLife]

Im new here i have a 98 4.0 explorer eddie bauer my power windows along with my moon roof all work without the key being on even after i open the door any ideas? also when my explorer is running my dome lights, 4x4, moon roof, and windows will not work then i hear a clicking like a relay coming on and off behind my dash by the radio when it clicks they all work until it clicks off again im thinking its the GEM but all connections look good is it possible that it is bad?

 

[Bogatee]

Not sure if it is normal, as i just got a 99 XLT 4dr, but my windows work when the key is out as well. Doesnt really seem like an issue.