Security...as well as, in the old days anyway, HVAC efficiency. at least thats what they all told us.
Of course, the idea of no windows, especially in a small town, is great for starting rumors. One small town I was in, people thought we were doing animal sacrafices and secret rituals inside...then it was always followed by a smug "well, if you aren't hiding anything...why don't you have windows?"
Ern