Most of the car's electrical components get their main feed from an unswitched source, and use a low current switched source to tell it to come on, much like today's modern car radios and amps.
If you desire to have the heaters switched, then you might need to use a relay where the contacts use an unswitched source to turn off/on the heater, and the coil energized from a switched source.
Interesting enough though, the power window main feed is switched through a relay to support its key-off operation, where it will still work for up to 45 seconds from power off.
As long as you don't operate the windows at the same time you operate the heaters, that might work out. It uses a 30A fuse. The power wire is light blue. Be careful though, the master switch has a light blue wire going to the front passenger door to remote control that window. You don't want to use that lead.