I think SG just hasn't had his coffee yet this morning... 
Target selectors return a Target object not an entity ID, so you need to fix that.
You can either switch to a Entity selector for the window input and leave the actions as they are...
window:
name: Window or group of windows
selector:
entity:
multiple: true
filter:
- domain: cover
... Or keep the Target selector and change all the actions.
action: cover.close_cover
metadata: {}
target: !input window
data: {}