We analyze the dynamical evolution of a fluid with nonlinear drag, for which binary collisions are elastic, described at the kinetic level by the Enskog-Fokker-Planck equation. This model system, rooted in the theory of nonlinear Brownian motion, displays a really complex behavior when quenched to low temperatures. Its glassy response is controlled by a long-lived nonequilibrium state, independent of the degree of nonlinearity and also of the Brownian-Brownian collisions rate. The latter property entails that this behavior persists in the collisionless case, where the fluid is described by the nonlinear Fokker-Planck equation. The observed response, which includes nonexponential, algebraic, relaxation, and strong memory effects, presents scaling properties: the time evolution of the temperature—for both relaxation and memory effects—falls onto a master curve, regardless of the details of the experiment. To account for the observed behavior in simulations, it is necessary to develop an extended Sonine approximation for the kinetic equation—which considers not only the fourth cumulant but also the sixth one.