There was actually once a plane that had square windows: the De Havilland Comet. After a few fatal crashes resulting from breakups in midair, the aircraft had its certificate of airworthiness removed. A thorough investigation revealed that the crashes were caused by increased stress especially at the corners of the windows. As a result, the fatigue on the aircraft over many flights resulted in the stress points at the corners of the windows to give way. All windows on airplanes are structural weak points, even round ones. Each additional window is decreasing the structural integrity of the body of the aircraft.