Because swarmers fly toward light. When a colony under or in the house releases its winged reproductives, they come up through a crack in the slab, a gap at a door sill, the joint where a wall meets the floor or a plumbing penetration, and head for the brightest thing in the room, which is the window. They can't get out, they drop their wings, and they die or crawl away within a day. University of Kentucky's extension notes that winged termites emerging indoors are incapable of damaging wood and only live about a day, but that their presence almost always indicates an infestation warranting treatment. The wings are harmless; what produced them is not.