I added a sheet of acrylic in front of the window. This'll protect it in the likely event that something comes loose from the lathe. I hadn't though if this, but thankfully someone from Woodturner's Resource suggested it.
All I could find was 1/8" acrylic. The polycarbonate was WAY too expensive. I stiffened the acrylic with some 1x. I ripped a groove in it and glued the acrylic in place.