Kingdom halls in my area used to be built with windows - one of the older ones I've been to had windows last I was there, but that was probably 15-20 years ago, now. I haven't seen a new kingdom hall in the last 20 years that was built with windows, but that may vary depending on climate and local culture. I've often heard from the platform that it is because people sometimes would throw rocks through them. Sometimes this is mentioned in the context of "angry appostates" or "protesters." Litterally every time I've heard it, though, it follows the script below nearly verbatim:
<discussing questions/objections people might have regarding JWs, things like "you don't believe in Jesus" etc.>
"Some people even wonder why kingdom halls don't have windows. 'What are you doing in there that you don't want people to see?' they ask. Well there's a simple answer - we don't have anything to hide, but at one time when kingdom halls had windows there was often a problem with vandalism. Sometimes people <sometimes this is changed to appostates or something similar to fuel the persecution complex> would throw rocks through them. So, after a while, it was decided that new kingdom halls would be built without windows. We can also assure people that are meetings are open to the public, and invite them to attend."