The amount of power you will gain by removing the window is very low. The window is 0.25mm thick and is AR coated on both sides. My guess with the bulk style coating they have on them that you would gain maybe 1%. Removing them can be much worse than the worth of an extra 1%. The 405nm diodes are packaged with dry nitrogen in the can. When you remove the window you expose them to the water vapor and some other gases in the atmosphere which degrades the diode facet very quickly. In a test I did with a PHR diode, the threshold current went up from about 30mA to roughly 37mA after 24 hours of on time at various currents. The power also dropped about 34% at 65mA. This is probably why you noticed the drop in power after a few minutes of on time. With the lens in front of the diode it will more or less seal the diode from the outside atmosphere, but the water vapor that was in there to begin with probably already did its damage so as long as the diode stays sealed there shouldn't be any more degredation. The 405 light drives the reaction so it happens quickly. There is a paper on this that I can show you if you send me a PM.