I ran into this just the other day!
It's happening because the window in technically inside on an interior wall because of the adjacent room that was created for the stairwell into the basement.
It all has to do with the Room Function that that particular stairwell room has assigned to it. Most rooms are defined as interior and only a few are defined as exterior. If you change the stairwell room to say a Porch the window will render correctly. You'll then need to manually delete the floor structure and finishes to get it back to the open below look.
Here is a screen shot from the Help section on Room Functions
Go into the room DBX for those two small rooms where you built the walls and check that the floor structure is the same as the rest of the house on that floor. My guess is for some reason that floor structure in those two little rooms is different which makes them frame differently. Also make sure those rooms are on the same framing group as the big room surrounding it.
That's just a guess though. If not the problem then post the plan please.
misterwiley's post in Opaque Glass Problem - Vector View was marked as the answer