(See update below -- Mitt Romney was apparently joking about rolling the windows down. I count this as support for the "cut him some slack" approach.)
As promised, here is your handy one-stop primer on Mitt Romney's seeming wonderment, after an emergency landing by his wife's plane, why airplane windows can't be opened during flight.
1) Cut Mitt some slack. His wife had been through an upsetting and potentially dangerous episode. However stressed she was, he might have felt even worse -- because he wasn't there, and because of reason #3 below. I'm on record as saying that Mitt Romney is rhetorically at his weakest when forced to improvise or handle unexpected questions or situations. But this one shouldn't count. Any of us, if filmed and recorded 24/7 and especially during stressful situations, could and would say things as inapt.
2) In case you were wondering, in-flight fires really can be bad news. An electrical fire is bad because it can destroy navigation, communication, or control systems, plus producing toxic fumes. Fires in the engine, the fuel system, the wing, or wherever are bad too. Apart from the smoke, you never want to have open flames in vehicles that are, essentially, flying metal tubes full of kerosene. After a multi-fatality Air Canada fire nearly 30 years ago, all sorts of safety regulations were tightened to reduce the risk of fire and to contain the effects if one breaks out. Even for small aircraft, part of pilot training is to memorize the various emergency procedures and work through the checklists involved in coping with a fire.
3) People are afraid of different things, and the reasons aren't purely logical. Some people are afraid of dogs -- or snakes or spiders or rats, or the big needles a doctor uses to give a shot. I don't mind any of those, but (like many people who fly airplanes) I'm a little queasy with heights. I also get nervous in very tight spaces, and I have an irrational fear and dislike of horses -- even though many members of my family were avid riders. It's beyond our rational control. We can be brave in some circumstances and terrified in others, for reasons that have no connection to the objective "danger" involved. Thus John Madden, famous tough guy, would never call Pro Bowl games because the bus he relied on for travel couldn't get him all the way to Hawaii.
Here's why I mention this. I have heard over the years, within the flying world, that Mitt Romney views airplanes more or less the way I view horses. He is (I have heard) not a happy or comfortable flyer, and one who can always imagine things going wrong. Fortunately I don't actually have to ride horses -- but he has no choice but to fly, white-knuckled, from one stop to the next. Someone with this outlook would naturally be all the more rattled by an emergency landing. So cut him all the more slack.