When coming down from the tower, McClaine manually stops the elevator and leaves through the roof, leaving Campbell (the reporter) behind him. They never touch the switch, yet magically the elevator keeps going.
The reporter could have pushed the switch between the shot of the elevator and the shot of the guards heading for it. We don't see McClane closing the roof panels either, but he obviously did, or the guards would have noticed immediately (granted, they did seem to guess what was happening after a couple seconds, but nobody went after McClane.. odd, since all they knew was that he was to be escorted from the building or else they'd be fired... guess they give up easily).