Why do modern airliners have windscreens which open?
Not all modern aircraft have windows that can be opened. The Boeing 747 for example does not.

On the Boeing 737, the windows can be opened for two reasons:


Emergency Evacuation: When the aircraft needs to be evacuated, there is always a way to escape from the flight deck without going through the cabin. On the Boeing 737, this is accomplished through the windows. From the 737 NG FCOMv2 (1.40.30):


  The flight deck number two windows can be opened on the ground or in flight and
  can be used for emergency evacuation. To open the window, depress the trigger
  and turn the handle back and inboard. After the window moves inboard, move it
  back until it locks in the open position.
  
  [...]
  
  Flight Deck Window Emergency Egress
  
  If the flight deck number two windows must be used for emergency egress, use
  the following procedure:
  
  
  open the window
  open the escape strap compartment (above and aft of window)
  pull on the escape strap to ensure it is securely attached
  throw the strap out the window
  sit on the window sill with upper body outside
  exit in accordance with the following illustration.
  
  
  CAUTION: Ensure the escape strap is securely fastened to the airplane.


Aircraft without windows that can be opened, have an escape hatch in the ceiling. You can see the 747 escape hatch in the following image from the FCOM:


Smoke or Fumes Removal: If there is a fire in or near the cockpit that cannot be easily extinguished (e.g. fire in the electronics behind the screens), the smoke has to be removed in order to continue to fly the aircraft. This can be accomplished by opening a window. From the 737 NG QRH (8.19):


  Smoke or fumes source is confirmed to be on the
  flight deck:
  
  Caution! Window should not be
  opened unless the source is
  confirmed to be on the flight
  deck.
  
  Establish normal holding speed. High
  airspeed may prevent opening the window.
  
  Open the first officer’s sliding window.


On aircraft where the windows cannot be opened, there is a dedicated system to evacuate the smoke, e.g. from the Boeing 747-400 QRH (8.43):


  Smoke or fumes persists or is severe and the smoke or fumes source is determined to be on the flight deck:
  
  Pull the smoke evacuation handle. Pulling the smoke evacuation handle when smoke or fumes source is not on the flight deck may bring the smoke or fumes into the flight deck.