When people hear the term "weather window" they usually think it means smooth sailing from Point A to Point B. This is far from the case. A weather window is smooth sailing from Point A, and nothing more.
When you first depart land, you are now as close to land as you could possibly be. Should a storm crop up and you heave to, you are now close to land and have less seaway available to you for drifting. The idea of a weather window is to give you that necessary seaway.
When you depart land, you want at least two full days of smooth sailing so that you can make your way far from land. Your heading towards Point B is irrevalent at this point, as what you need to do is get as far from land as you can. In two days, you will usually make around 200 miles from land, and this will give you plenty of seaway to drift in should a storm arrive on day 3 of your voyage.
When cruising, a storm near shore is something to avoid or seek safe harbor for. A storm at sea is something that you must deal with accordingly. Having that seaway is the best thing you can do to safely deal with a storm.
This is why it is important to wait for a weather window to present itself that way you can slip out to sea and far from land without any hiccups. Now, if you see that a nasty storm is approaching on the third day but it is clear for a week after that, common sense would tell you to wait a little longer and enjoy the longer weather window instead of jumping out to sea to experience a storm.
