Is it "common practice in Fourier transform spectroscopy to multiply the measured interferogram by an apodizing function"? If so, why?
You usually post interesting questions, which appear to be deceptively simple yet they are very challenging. Modern day data acquisition and signal processing is so complicated that it is almost like a black-box. It is amusing when I ask electrical engineers some signal processing questions, they don't know the answers and when I ask mathematicians it is too much applied mathematics for them. I am not an FTIR expert either but as an analytical chemist, I can add some remarks. I think apodization is routinely done in order to decrease noise and oscillations when you do an inverse transform. If you do some mathematical operations in the frequency domain, when you do the inverse transform, the level of noise is crazily high. Of course, when you are looking at very small signals do not wish to have noise.

In general, sometimes I need to fit functions to the data to peak shaped functions. I always get a better fit once I digitally filter the data and fit later (moving average, Savitsky Golay, Hamming in the time domain and so on.) Noise is the biggest enemy of any analytical chemist or a spectroscopist.

With any smoothing process, either in the frequency domain or in the time domain, you tend to loose resolution. There is always a sweet spot for digital filtering or if you have heard the story of Goldilocks who entered the house of three bears..."When she had finished the porridge Goldilocks felt tired and went to find somewhere to sit down. The first chair she found was too big, the second chair was still too big, but the third chair felt just right." The same rule of thumb goes for digital filtering. Too little is useless, too much you loose all resolution and just the right filtering gives you the best signal to noise ratio.