The reason it doesn't have windows it because it's a telephone exchange. These are, almost universally, windowless shacks in the US. The cloak and dagger bits are just because it's in a convenient location for spying.
Telephone exchanges especially big ones are built for resilience and high security
A few years ago I had to do an update to some of our sun servers in CAPITAL (the really big international Exchange in Edinburgh) interesting experience cavernous rooms and quite spooky with all the various clicks and bleeps
> Is it a known fact that AT&T is in bed with the NSA, or just a coincidence
It's complicated.
Telcos that operate in the US are required to follow US laws and court orders and there are laws and orders that require them to submit data to the gov.
I'd imagine if they fought it, a new law would magically appear in the books so it's hard to tell if they are being practical by not pursuing legal action that is bound to be overruled or just plain evil (the truth probably lies in the middle)
My uncle worked for AT&T and he said he was installing hardware to do wiretaps all the time. I don't know the exact specifics, but he would only go so far with the tap, someone later would come in and complete it, presumably from the NSA.
And: https://en.wikipedia.org/wiki/33_Thomas_Street ; https://news.ycombinator.com/item?id=21555954