I can't speak for the Challenger, however, I was told by some people with Dassault that they had a middle east customer request a window be installed in the baggage compartment on a Falcon 900. When Dassault inquired for the reason of the request, they were told that the owner planned to carry two if his servants in the baggage compartment on some trips and wanted a window installed so they could see out.
Dassault did not install the window.
(In case you are curious the Falcon 900 aft baggage compartment is accessible in flight through a door in the aft lav, below FL 410.)