Seriously? With all there is to do in Skyrim, you're counting windows? I just love how people like this gripe about niggling things openly, thinking it is (they are) perfectly normal to do so. If you can't ignore it, move on, or play Home and Garden's Home Designer or something like that.
As far as I'm concerned, while Beth did an absolutely beautiful job on the natural environment, they dropped the ball when it comes to the built environment.
And I don't have to go play Home and Garden's Home Designer. I do it for a living. Or I would be if anyone in the area was building anything (stupid economy). Of course, as such, it's to be expected that I play close attention to the buildings and architecture in the game. These discrepancies are inconsistent and that is simply poor design. If you're fine with that, that's your business. I, however, expected more from Bethesda.
I was thinking about it last night and something occurred to me. If you go to Markarth, there are actually very few free standing buildings. The large majority of Marketh is little more than facades up against the cliff. Windhelm isn't much different. Many of it's buildings are facades pushed up against the wall or a large, indistinct mass in the center.