I know that on all of the Republic Airlines flights, it's incorporated into the recorded safety announcements. "We ask that all window shades be in the open position for takeoff and landing."

I'm sure a flight attendant/pilot could give a little more insight here, but in the case of a fire during an evacuation, you wouldn't want to jump out onto the right wing if the right hand engine was on fire, e.g. I think it just creates better situational awareness in the event of an emergency.