I bet it's for aesthetic reasons - to get the windows where they want them so they look good from outside. I've seen equally goofy things in buildings for this reason.
They could have eliminated those weird little nooks and moved the windows over a few feet - same number of windows and equal/symmetrical placement could have still been achieved.
My guess would be that maybe the wall back there between the two rooms is actually thicker than I originally showed it (like in the blue square) to accommodate either some kind of structural support (red square) or mechanical access.
That seems like an odd location for any HVAC, plumbing, or electrical though, so it's probably structural. I was always taught to not place parallel interior walls anywhere near that close to a window though, so I'd say it either wasn't the original design, or some architect just wanted to be clever for the hell of it.
Edit - What iGas said is sometimes true; sometimes architects and designers don't fully understand all about construction and how things are put together. The problem is when they are control freaks and THINK they know how to do everything as he said, or refuse to concede that their ideas might not work or be overly practical. I have seen plans for upper floors that were laid out so that it would be impossible to move any furniture up after walls were in, for example.