I think I'd rely on my firearm more, but I think it would be reasonable to roll it up
Although I think I'd rely on my firearm, pepper spray, and dart-firing air taser more as self-defense options, because it's easier to guarantee that they'll be with me when I need them rather than thinking that the window will always happen to be up and that no one will break it, I think it still would be reasonable and prudent to have my car windows up in certain situations. It's just like when I go into the grocery store and I lock my car door. I realize that if someone really wants to get in the car lock wouldn't matter and from a moral and legal perspective, the car thief would be the one at fault, not me. However, people still find it reasonable and prudent to lock their car doors when they go into Wal-Mart, etc, because although criminals can steal from anywhere, they usually try to get an easier victim.
Many people lock their doors to their home when they go on vacations, even though they know you can't engage in victim blaming they still have some intuitive knowing that they should lock their doors while leaving for a vacation. Although I like to have my window down on hot summer days, I have it rolled up if I drive through a bad part of certain towns or a place I don't know as much about and you get that "feeling". If you see bars on every window of every building, with people loitering around every where smoking what looks to be pot, yes it's true it'd be their fault if they broke in, but I would rather lessen the chances by making it less easy (even though you can't get rid of all probability). If I was a car jacker, I realize that I could break a window, but if I had the choice between a window that was up or down, I'd go for the one down because I would prefer not to get glass all over me if I had the choice (among other reasons why I'd prefer to attack a car with a window down). I've also heard that it costs money to hire an attorney in self-defense cases, so even if it's their moral fault I don't want to have to deal with all the trouble if I can lessen the chances. Even if you have insurance against theft, you still lock your home door because you don't want to have to worry about the trouble or proving anything or any other factors that come into play.
If not worrying about your window being down in certain circumstances doesn't matter, why do a lot of people intuitively get a "feeling" to roll up their windows when they all of a sudden see bars on every single window and street thugs walking around? In these situations, do you get an intuitive feeling to all of a sudden roll down all your windows and use the power locks to unlock all doors? Similarly, when there's an extreme blizzard outside, many drivers intuitively know to slow down below the speed limit while there's a few who don't. 30% of all fatal accidents are speed related, most of them have nothing to do with going over the speed limit but driving too fast for the conditions.
If you're in Yellowstone National Park, they recommend not storing your food in a way that'll attract grizzly bears. Even though it'd be the bear's fault and you'd be the victim and it's your food so you can do whatever you want with it, they still don't recommend it. So I think I'd rely on my firearm and other personal defense devices more because I know that they'll probably be more likely to be around when the situation arises, but I still would roll up my car windows in certain situations.