Should I go through the window?

We finally bit the bullet, got some quotes, and got started on finishing our basement!  You just never know when you'll need that empty bedroom, people.  Of course I am joking and I'm trying my best to not sound like a total jerk in light of all the devastation happening down south, but this project is something we're excited about.  The new space will have a rec/theater room, a bathroom, and two bedrooms. 

Getting your basement finished is kind of interesting.  This is the first time we've "overseen" (a very loose term for what we do in this process) any major construction phase.  The most hilarious thing to me so far is all the contractors typically  climb in through the basement window rather than using the front door.  It feels so stealthy and weird. Sometimes they have to knock on the door to ask me stuff and then they ask if they should head down through the window and I think...uh...you can probably come inside and use the stairs, but am I the weird one for saying this?  Maybe.  

The last time this weird basement entry thing came up, my contractor came in through the door via my invitation, took his shoes off, headed downstairs with me and then asked if I wanted him to exit through the window.  Umm...would you go get your shoes, go back downstairs, and THEN exit through the window?  Is this protocol?  Overall I find I feel rather uninformed about how this should all go down, but I do recognize a shower somewhere in there, so I guess it's going rather well despite my lack of contracting knowledge.  

We're hoping to have this done within about 6 weeks so wish us luck.  We're really only doing the home theater wiring ourselves but that is about all we can handle (maybe more than we can handle, we'll find out Friday!).  Until then, I'll just be locking and unlocking my basement window.