Isn't there a mod for that? I'm sure if you give it time somebody will make one for this game and you'll have your wish.
The only mods I have seen are the ones that give Windows Glow for nighttime and weather effects when you are indoors. While those mods are real nice and add some good flavor to the game, they don't let you see what is outside the window.
As stated before it is due to an interior cell vs exterior cell aspect of the game engine. The main problem is the Interior Cell does not have to have any spatial connection to the exterior cell that holds the portal or door that transitions you to the interior cell. Since this spatial relationship is not there, any exterior views would have to be either rendered in vacuum with little or nothing to do with what is really going on outside the window, or the exterior cell(s) would also have to be rendered for each interior cell. That may be actually feasible.
However where I see the biggest issue is looking the other way. If people can look out windows, then they are going to want to look in the window too. If someone entered say, Megaton, then every single Interior Cell would have to be rendered just to load the City. I can't imagine what the load on the CPU/GPU would be for that to happen, but it would probably bring the most powerful machines to their knees.
We may have to wait for a generation or two on game engines before this can elegantly implemented. In the meantime, a balcony or porch is about the best way to be part of an interior, but be in the exterior cell, such as Tenpenny Tower's Penthouse Balcony.