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.