No you don’t. I have one shower in my house with a window in it, and it’s an extra special pain in the ass. Window frames and windowsills are full of nooks and crannies and accumulate mildew like you wouldn’t believe, and require 600% more cleaning effort than is appropriate to prevent them from doing so.

That, and good luck finding any window treatments that are suitable for use while being constantly soaked. I resorted to making a “curtain” out of a modified shower curtain.

This is what I get for my house being a 1920’s redneck abomination where everything is an addition, and what is now the ground floor bathroom is in the spot where the original kitchen was in the 1930’s, with the window that used to be over the kitchen sink now directly in the center of the bathtub.