That's just the way the window sits on the track inside the door. It shakes, it's not going to break, but it's going to make noise. It's where the quality of low-cost Japanese automobiles starts to show, they spend their Research and Development on the Engine and Drivetrain, not on the quietness of doors shutting - which is completely fine with me and most people I think.

Anyhow, that's the situation, it's more or less something you've got to deal with. You could take the doors apart and dynomat inside them to try to deaden the noise a little, but it wouldn't help too much and it would add tons of weight to the vehicle.