I understand that (locally) it's mostly a matter of cost: building costs and heating/cooling costs. Some of the larger halls in more affluent araes have windows, while smaller and poorer ones do without. Fitting and installing windows also is a task that takes some patience to do well, so it burdens the weekend "quick build" time table; here the cost is in hours rather than in dollars.
It could also be related to zoning laws. Often the city will require some minimum amount of windows so the building will fit in, not looking too "industrial" for the area. The building committee must include some windows in the plans, so they can get their building permit approved.
[edited for spelling corrections]