It could be the Ray Depth setting which (I think) determines how many layers of transparency the render engine looks through.
Go to PhotoRendering Settings, check the Detailed Settings button, then in the Options section from the fly-out menu change the Ray Depth setting (the default for some of the standard scenes is 3) and increase to at least 5. When this setting is too low you often have things behind glass disappear (especially other windows).
Just checked some of the standard scenes - in Outdoor Daylight Fast scene Ray Depth is 3, in Outdoor Daylight Medium it is 6 and in Outdoor Daylight Final it is 15. Higher number will obviously mean longer render times
Hope this helps.