I'd swing by your nearest Ford dealership. Ask for "ZC-37-A Motorcraft Tire/Wheel Cleaner" It's the only thing Ford recommends using on all the newest alloy wheel and paint finishes. I definitely wouldn't continue using Windex. As mentioned above, the combo of heat and ammonia is probably whats doing it. Also, certain tire shines will do this. They'll even turn the rubber brown after awhile.
the wheels are not glossy to begin with. It is more of a satin matte finish. Ford specifically went with the color and finish due to the excess dust produced by the pads.