The window goes up into the window frame, completing the seal. If it didn't do this, we would all have to keep our cars indoors. If the car has no top window frame connected to the door, then this is pretty much necessary. I don't fully understand your gripe...
This protects the car; doesn't hurt it in any way. If it had a top window frame that would still get iced over just like it does the way it is. Either way yes ice freezing the windows shut sucks, but it can happen in any car. Gotta take the good with the bad livin in the good ol midwest.