The short answer -
there are complex reasons behind this pattern of behaviour that your foreign barbarian brain may not understand, maladapted as it is to the subtleties of Japanese culture.
Perhaps you have asked at your school in this way:
"Saito-sensei, why are the windows open? It’s rather cold today."
"Bob-kun," Saito-sensei will reply, because all barbarians deserve neither a surname or a respectful honorific, much like children & small animals and other creatures lacking in intellectual rigour, "ware-ware nihonjin" (this is included to remind you that you are excluded) "have always done it this way." Saito-sensei will then conclude with the briefest of nods, a cursory glance and then return to his work. This is all code for another multipurpose Japanese phrase, "shoganai". It also resonates deeper, signalling that Saito-sensei doesn’t have time for your shit, and who the fuck asks questions anyway: just follow the rules, that’s why they’re there.
The truth is - you open the windows in winter, so that the air inside doesn’t get too dry, stale or some other negative adjective, which will lead people to get in-furu-en-zaaa. Ensuring everyone in the building has a core body temperature of 10 degrees will not in any way lead to their getting in-furu-en-zaaa. Pointing out that people getting incredibly cold might lead to them getting the in-furu-en-zaaa will just upset the wa. So stop asking questions, Bob-kun. And gaman.