If this film quickly reappears after cleaning, there is a very real possibility that the heater core is leaking coolant, and this is being aerosolized into the interior when the HVAC system is used.
Since this type of situation is very bad for your lungs (trust me, I know, after having developed pneumonia as a result of this problem that I did not recognize soon enough with my '86 Taurus), it is something that needs to be investigated very soon by a competent mechanic. If the heater core is leaking, be prepared for a very large repair bill, as this is the classic case of a part that costs…probably less than $50…coupled with high labor costs to remove…possibly the entire dashboard, in order to access the heater core. Potentially, this may cost…maybe $400-500 to repair.
If the heater core is not leaking, then the only other things that I can recommend are the following:
If you are using Armor-All or a similar dressing on the dashboard and other interior plastics, stop using it, and clean off the remaining gloss.
Start using a superior glass cleaner, such as Invisible Glass. This is available at Lowe’s and some other retailers, and it is not cheap, but it is VERY good. Use sheets of newspaper to wipe down the windows, rather than paper towels, as this is also a good strategy for keeping the glass clean.