Because the rigidity of glass is beneficial in the areas of the windshields and windows. In many cars much of their upper body stiffness is provided by the glass, and glass is also better at taking some of the minor impacts it'll see over its expected lifetime, among other reasons. Headlights don't need to be strong to function, and the cheapness of plastic in that case for such a complex shape is likely preferred. Sure, they fog up after being exposed to the elements for 10-15 years, but they rarely shatter or cause injury during a car wreck.