Why don't cockpit windows suffer pressure leaks?
The Comet did not have pressure leaks. 

The original structure of the Comet, which had a pressurised cabin (a new technology in airliners at the time), featured rectangular windows with sharp 90-degree corners. This concentrated the stresses in the aircraft skin at these points resulting in accelerated fatigue, cracking and finally catastrophic failure of the fuselage starting at a window corner. This first happened to BOAC Flight 781



The first prototype de Havilland DH106 Comet at Hatfield. Note the square windows.

(From the Imperial War Museum collection, public domain)



A later Comet 4 which now has rounded windows.

(By Ian Dunster (Own work) [CC BY-SA 2.0 uk (http://creativecommons.org/licenses/by-sa/2.0/uk/deed.en)], via Wikimedia Commons)



The photograph you have posted is not a 737. It's a wooden cockpit mock-up intended for a flight simulator. It will never be pressurised, and the builders are more concerned with the overall shape than detail around the windows.

Take a look at a real 777 cockpit:



(Source: Chris Sloan, AirwaysNews.com)

Notice that the corners at the ends of the widows are rounded, as are all the other corners around the window frame. There is one panel (second from left) that appears not to have this treatment. This panel can be opened (although not when the cabin is pressurised) and is built into its own frame that is fitted into the cockpit window structure. A failure in this frame will not propagate to the rest of the aircraft.