Hot air rises. If you have a radiator in a room away from a window then the air it warms will rise upwards and will be replaced by cold air falling from the window. The more the top of the room space is heated, the more the space at floor level will be cooled. If a radiator is under a window - and it should be wider than the window - then cold air falling from the window will be warmed before it enters the room.
In both my previous and present houses the rooms I used as an office had radiators away from the window, and despite both rooms having been double-glazed by previous owners they were always cold in winter. In both rooms I moved the radiators to under the window and each room instantly became warm.
I am concerned that the advice given out by British Gas will cause people to have double glazing needlessly installed, which would not only be a waste of their money but in almost every case will disfigure their house and the local scene.