Our house also has a missing window from the inside!
Oh my goodness - that makes at least three of us with windows to nowhere! (And makes me feel slightly better for not having noticed our windows to nowhere before buying the house.)
The previous owner of our house did many of the renovations himself (which, of course, we had to redo most of because watching a few "Flip This House" type shows does not make you a professional). Rather than remove the windows in rooms where he did major renovations, he walled over them from the inside, but not the outside. We had five - FIVE! - windows that were covered by drywall on the inside but were still visible from the outside of the house. And nobody noticed - not me, my husband, our realtor, our home inspector - until we had been living there for six months.
In our defense, none of the windows were very noticeable from the outside. They were all on the second floor (so you couldn't see that they were covered by a wall unless you got on a ladder), and they were on the sides facing our neighbors. We live in a neighborhood where the homes are very close together, so two sides of our house are rarely seen unless you decide to stand in the gap between the houses to stare at the house. Several windows had to be replaced (damaged, leaking), but we couldn't actually replace them because, you know, wall on the inside, so we had to repair the gaps and reside the entire darn house. (It needed residing anyway, but we weren't planning on doing it for another few years.)
Lesson learned - when you buy a house, count the number of windows on the outside and compare them to the number of windows found inside the house!