If you ever try racing without the windows in mainsail and jib, you will understand "clearly" why they are there <img src="http://www.catsailor.com/forums/images/graemlins/grin.gif" alt="" />
At the starting line they are very good, and they are a real safety precaution on the course as it is easier to spot other boats on a collision course.
If you dont race, the windows are still great when passing boats or other objects. We sailed much of last season without windows in our main and jib, and really missed them. Our sails will definately have windows installed this season.