sliding door might have come with a "flapper" to keep bugs out. It is a weeping hole to allow any water that gets in out. The windows looks bad from the pic but that could just be the way it was manufactured. Some cheep windows are made without a sealed air space between the panes, if this is the case than it's fine. Like I said tho it is hard to tell from a pic.
Do you have a manufacture of the windows and a year? It would help to determine.