That window is a glowforge innovation to reduce the cleaning maintenance on the mirror and backside of the focus lens.
It greatly reduced the need, but doesn’t eliminate it entirely.
When the exhaust was restricted on this machine, it got filthy inside. I found I had to remove that window to clean the inside of it. There is a tiny fan in the head that blows air (from inside the machine) down the lens bore to keep smoke off the lens.
After extended use (or a situation where exhaust blockage caused unusually dirty air to be induced into the lens bore) the head will need a good internal cleaning.
With the window, lens and mirror removed from the head it can be cleaned with compressed air and the passages wiped out with a lens cleaner pushed around with a Q-tip. (be careful pushing around the lens seat which has a 1/2" movement to it, be gentle)
Bear in mind the lens, mirror and window are the expensive removable components inside of the head. Use great care in their handling.
The window shouldn’t have come out like that, it just wasn’t tightened properly. As others have said, no harm to the machine
Note this is not official, condoned or recommended as far as I know, but is what I had to do to clean the residue from the optics in the head.