The answer is because Loki is barking. I can go sit with him, and he stops, but the moment I leave he goes back to the window and begins barking again. I wonder what he's barking at. But, really, I'm too tired to wonder much.
But, I have decided that I want a dog. Loki is wonderful. I've only ever really had cats, and I'd always assumed that I liked cats better than I liked dogs. But, no, dogs seem to be smarter. Or, rather, they seem to be more interested in conveying to you the fact that they know what you're saying. Cats are rather indifferent to your existence unless they decide that they would like someone to pet them.
So, when I ever again find myself in a living situation where I am able to own a pet, I will probably go for the dog, and I have the ever lovely Loki to thank for this.