I believe that this thermal conductivity reason is incorrect, based on simple inspection of a Z32 bezel vs standard bezel.
The Z32 uses a sliding metal ring that is below the rubber cushion. This ring most certainly comes into the same contact with the metal lamp reflector as a standard bezel does. And this sliding metal ring is in contact with the rest of the bezel body.
Sure, anything can get dinged/broken. But if a replaceable window were so critical, then one could also just stock some extra bezels. Probably a lot simpler to screw a new one on that to pop out the old window and pop in a new one. Or if you really want the ability to replace just the window and not the entire bezel but also want a Pyrex window vice Lexan, use a new, anti-roll 6P bezel which uses a retaining ring to hold in the window. Unscrew the ring, swap out the window, screw in the ring. Add an LED drop-in and there seems to be little functional need for the Z32.
That said, I own an MP5 with thousands of rounds fired and have never run into an issue with needing to replace the weaponlight window because of breakage (true, I'd like to replace some because the window clarity has degraded, but that's a problem with using plastic and wouldn't occur with glass). I also have various weaponlights on shotguns and AR-15s, all with many rounds fired, including in many shooting classes at major schools. No problems with needing to replace those flashlight windows either. The main thing is that muzzle blast residue tends to deposit on the window if the light is relatively close to the muzzle (e.g., handgun weaponlight, MP5), and a glass window is easier to clean and not get scratched up than a plastic window.
One can also use one of the SF tipoff covers to protect the window. Just remember to pop open the cover before you need the light.
It is true that I am also not fast roping out of helos or otherwise abusing the weapons. But if the flashlight window breaks, I doubt an operator will have a window replacement kit on-hand, so being user-replaceable looks to be of theoretical advantage only. Note also that a bezel is user-replaceable.
Also, clearly SF does use Pyrex windows on other weaponlights such as the Scout, and that one does not look very user-replaceable. So, this particular theoretical advantage doesn't even seem to be that important to SF.