Glass is painfully expensive even nowadays, and tempered glass didn't become a thing until the 1950s, so I feel like shipping large panes of fragile, untempered glass to somewhere like 1870s Tombstone would be both difficult and expensive.
The cost of living in the West - particularly in the Intermountain West away from the Coast - was notoriously high because everything needed to be shipped in. The other side of the coin is that everything was shipped in, largely because it was possible to charge top dollar for the imported goods. Also, communities grew up isolated in specific locations, usually because there was a great deal of money to be made there.
Contrast this with farming communities in the Ohio and Mississippi drainage regions: here, remote communities were established not because of extreme wealth but because people were able to make marginal existences with farming in remote areas. Importing goods to these locations was difficult and not necessarily purchased because cash flow could be marginal in these places. It was possible, therefore, to be Midwestern farmer who was closer to an urban center but who found it difficult to obtain (or afford) imported goods, while in the West, one could be farther from an urban center and yet be able to afford imported goods.
The upshot of all of this is that while it would be damn annoying to have a window shattered because some jerks were in a fight, it would be relatively easy to obtain its replacement. This was particularly true of boomtowns, where imported building materials were being shipped in regularly. For example, after the 1875 fire devastated Virginia City, Nevada, primary sources describe up to 50 daily trainloads of building materials until the community rebuilt.
edit: here is a chapter on Western town building from my book, Virginia City: Secrets of a Western Past (2012).