Grenades and Smoke grenades cannot be thrown through some types of building windows, they bounce off. Neither from outside or inside. The buildings that i found so far:
'Slum House 3'
'Slum House 2'
'Stone Shed (inhabited) v1'
'Metal Shed'

'House Addon (uninhabited)' - windows do not brake at all, neither to gunfire nor grenades, and not possible to throw grenades through the window.
'Fuel Station - Building' - windows do not brake at all, neither to gunfire nor grenades, and not possible to throw grenades through the window.
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'Military Cargo HQ V1' - Cannot throw grenades through windows (excluding opened-hatch windows). Windows cannot be broken, neither by fire, nor grenades blasts( im not sure if its by design since its a military buildind, if so theres some contradictory stuff, if you read on)
'Military Cargo HQ V2' - Same thing

*Note: Same goes for the destroyed versions of these buildings. Destroyed versions still have one of these small windows, though without glass, but still grenades don not go through.

'Military Cargo House V1' - grenades pass through glass ( im not sure if its by desing or not, since this is how it works on other grenade friendly glassed buildings, or the grenades should brake the glass in the future'
'Military Cargo House V2' - same

*However: In destroyed versions of both of these buildings, the windows do not let the grenades through.

--------------Update--------------------

House 1 (big inhabited) V1 - when destroyed (doesnt matter the destruction model, small or total) windows bounce grenades back. Works as intended otherwise.
House 3 (small inhabited) V1 - same

--------------Update-------------------- 0.57,105..

'Stone House (small, destroyed)' - window. {F18964} {F18965}