Look at it from the painter’s point of view, if he paints before the new windows are installed then he doesn’t have to keep the frames clean and the time saved will definitely work in his favor. But think about it, do you want ladder marks or hand prints on your new paint by the window installers ( and it will happen )? Do you want caulking around the windows that perhaps isn’t an exact match to your paint color exposed? That would be the same as saying finish all the woodwork in your new home then have the carpenter install it. Well I know if it were my home I would want the paint to be the final step but that’s just me. No one ever said proper painting and prep is easy.