You did right not sanding the UPVC, you'll scratch it and the paint will highlight the scratches making it look awful. The reason the first coat is not adhering very well is because the windows needed priming first. There is no such thing as a built in primer it's a marketing gimmick as you've just proved on film. Primers and top coats contain completely different ingredients to perform different functions. Zinsser Allcoat is a very good quality paint so hopefully not using a primer won't come back to haunt you in the long term.
Wrong you need to fully prep clean then rub with Scottish bite pad then first coat should be 123 bullseye primer then allocate according to there instructions