If you use /debug rooms hi, it will show if a room is enclosed or not (red or green). From what it sounds like your window doesn't count as an "insulating block," so it would show as unhighlighted. It explains on the wiki:
"Chiseled blocks count as valid blocks for rooms, with the following limitations: The inward facing side must be almost solid (less than 20 voxels missing), and at least 50% of the blocks volume must be retained"