I actually don't know why there aren't windows in the kindom halls. I'm trying to remember if the only one I've ever been in has windows or not.
Mormom churches, at least around here, have windows... but the main worship room is in the center of the building and thus has no windows. The way the Mormon church is arranged is that there's a long set of rooms, with dividers to allow for expansion. There's the main worship hall and then another big room, with basketball hoops but also with carpet (very shirt carpet, classroom-style, but carpet nonetheless), then maybe another little room at the end of the central area, probably bathrooms as well. Surrounding that central area is a hallway that makes a complete loop around the building, then between the hallway and the exterior walls are offices, classrooms, the kitchen, etc. Those rooms all have windows. At each end and in the midpoints of the two long sides are foyer areas with doors leacing to the outside, plus there's a door to the outside in the kitchen.