What is the purpose behind a glass nozzle?
Ceramic I can understand - very strong, great thermal range capability.  Glass not so much - you'd need some seriously careful annealing at least.
 In either case the material is much harder than brass, or even steel, so you could presumably use tougher tools to unclog, etc. as needed.  If you're using materials loaded with wood or metallic particles, the glass/ceramic tip will be less likely to degrade than brass. 

BTW, glass being a thermal insulator means it may take longer to heat up, but the energy required is probably less . The specific heat of glass is on the order of .84 J/gm-K . Compare with brass at  0.38 , but keep in mind the rate at which brass will shed heat into the air vs. glass.  In either case the energy is tiny compared with the thermal mass of the hotend assembly.