Nature is pityless -- woman sucked out of plane.

[Anomalocaris]

One would think that there is a better engineering solution to prevent such future tragedies, say, better shatter proof glass.

Of course, officially, Southwest wants to pray.

transparency for all windows truly proof against fragments from major engine failure would be misplaced emphasis because the fuselage wall is much larger, much more likely to be struck, and is far from proof against penetration.   You can punch through airliner skin with a determined application of a screw driver.  Moreover the  plane won't get off the ground if the skin around the entire passenger cabin, as well as critical structure, control and fuel tanks are really made proof against engine failure.

Engine casing can be and are reinforced to contain some types of failure, but obviously not all.