Windows are built like this in countries where the outside air temperature is far different than you'd want, as otherwise you spend a lot of money heating or cooling your windows, because glass is a poor insulator. But _air_ is a relatively good insulator considering it's transparent, the two sheets of glass stop the air from moving (and taking the heat with it).
If you smack a double glazed window, you are now trying to compress the thin layer of air, which is difficult. So in most cases the window will stubbornly not break. You could probably still smash it with a pry bar or similar tool, eventually but it won't be easy.
People have the idea from watching too many movies that breaking glass is very easy, in movies they are using sugar glass, it's _designed_ to smash easily and turn into impressive looking but not dangerous tiny pieces. In reality the glass mostly doesn't break, and so you hit it again, harder and eventually some of it smashes and you've got big shards of razor sharp glass, which you'd better clear away or you'll hurt yourself.
It's not magic impregnable nonsense, it's just inconvenient and dangerous to break.