Originally Posted by
jerry305
The windows do not form a perfect seal. The pressure for a seal required at 35000 feet is different than at ground.
In very very very cold temperatures, it's possible for deicing fluid to enter a plane window. I could see that a bug could get in in certain conditions.
Originally Posted by
leonidas
Notice carefully and you will see a small hole at the bottom of the outer window, although it's really small for an insect.
Ok, before we go too far down the wrong track...

... the hole that you both are referring to is on the inside pane of the window itself, and is for both pressurization and moisture control. You are seeing it, and the bug, through what is known as the window 'reveal' that is attached to the sidewall panel of the interior.
If the interior panels are removed or loosened there is the chance that a bug can get in the window area with the possibility of being missed during the re-installation.
A note about cabin windows (this is dated from my days of working DHC-8s, but should still be valid). The windows basically are 2 panes in a rubber seal that is held against the inside of the skin with a small lip in the cutout around the window. As long as the window assembly was correctly installed fluids should not get past the seal, and if some does, it shouldn't get to the inside of the window itself. Any moisture in the window itself should only be from condensation (cabin humidity and inside/outside temperature).