Ignoring all Real World rules regarding convection, I think it's one of two things: 1) Unless you actually touch the blade, no burns, etc. OR 2) the person wielding the lightsaber protects themselves with the Force via tutaminis.
Of course, #2 becomes problematic if a NON-Forceuser handles the lightsaber
![Wink](http://saberforum.com/Smileys/default/wink.gif)
Perhaps it's what you alluded to with the windows actually being transparasteel (or the equivalent).
Regardless, I prefer my sabers with emitter windows
![Cheesy](http://saberforum.com/Smileys/default/cheesy.gif)