Windowing a time domain OFDM signal
If I understand the question properly, then it sounds like the difference between time-domain multiplication and frequency domain multiplication.

Windowing is a time-domain multiplication operation.  As such, it is equivalent to convolving the spectrum with the window kernel, which will operate all frequencies the same way.  On the other hand, filtering is (can be) a frequency domain multiplication, so the filter can be designed to operate specifically on chosen frequencies (or bands of frequencies if you like).

To look at it slightly differently: if you consider your signal as the sum of all your subcarriers (which you can do with linearity), then windowing your signal with an RC is the same as windowing each of your subcarriers with an RC before adding them together.