The main reason is security. Expensive sound equipment and other items were regularly stolen from Kingdom Halls in the past. Windows allowed thieves to have a peak inside to spy out where valuables might be located. Additionally, in a small number of cases, stones and even bullets passed through windows while congregations were having meetings.
Another reason is that see-through windows invite distractions away from what's happening on the platform.
A third reason not to be overlooked is paranoia. JWs feel vindicated when they are "persecuted." No windows adds to the specter of being "God's organization under worldwide attack."