Windows in my office in WTC were thick enough to take a direct hits from all the debree coming from the first plane crash. And yes even if you did get out you are right about not being able to get back in. Now BASE jumping requires experience but this doesn't:
parachute static It's a static line simple canopy. You attach the line to something heavy and jump out. Better than nothing, again assuming you can get the window open.
Here another example of the office chute.
parachute Again the emphasis on these items is that you don't need special training. Obviously if you ever did jump and was forced to use one of thses office parachutes your chances of survival would be greater.
Matt