Some of the posters have already said it, I think they love it because they are collecting so much scents from the air as they go whizzing by. The speed of the air passing over their nose is bringing that much more scent to them. I also think its a cooling thing. Dogs' primary cooling system is their tongue, i.e. panting, so when they are going super fast and have all that air passing over their tongue they are cooling off that much faster. Same reason we love fans :) I think both of these reasons make for an irresistible opportunity for fun brought to them by an open window.