Long wavelength infrared doesn't penetrate glass because of the molecular-level IR absorbance of the silica. Silica has a *very* strong band at around 1200 cm-1. This band blocks > 99% of the light at that frequency even at very low concentrations (i.e. a few mg of ground up glass in a KBr pellet). So, when you have the bulk material, that band is extremely broad, and produces complete extinction all the way out to ~2500 cm-1 (about 4 microns wavelength), and down to < 200 cm-1 (~ 50 microns). There is another strong band around 3500 cm-1 for the surface terminated Si-OH bonds, but there are no significant absorptions in the near-infrared (i.e. from 4000 cm-1 up to the visible, which starts around 13000 cm-1 or so). The latter point is why you can still feel radiant heat through a glass window pane, as you suspected.
It should be noted that there are many different varieties of silica/glass/quartz, and all of them have different transmission properties, however, non of them transmit to any significant extent at photon energies below 2500 cm-1, as far as I am aware.