The more they can see of the outdoors the better. Though they should have places to escape/hide in their cage.
I think the warnings about being close to windows is more often related to temperature where a window provides little insulation, possible drafts, and direct sunlight - the last of which is good in moderation, but they need to have areas of shade.
So all in all, provided they have places in their cage to escape/hide/find-shade then I cannot see how being near windows would not be a really GOOD thing.