Downstairs returns are a big plus for a heating system but there is obviously more going on with your system. I said windows will not make or break a heating system but maybe yours are drafty in combination with heat rising upstairs.
Blocking the upstairs return may yield positive results and shed light on the problem. However it may restrict the intake to the unit beyond what is recommended. But I doubt it would hurt the unit if done temporarily as a test.
This was currently discussed extensively on another thread “suffering upstairs”. The OP blocked the downstairs return and got positive result in the AC mode. This may be your problem in reverse. But again, blocking returns should only be done if the unit is not stared for air.