Why does "defenestrate" mean "throw someone out a window" and not "remove a window"?
Solution 1:
ODO gives its etymology (at defenestration) as
early 17th century: from modern Latin defenestratio(n-), from de- 'down from' + Latin fenestra 'window'.
That is, de- does not mean "remove" in this case; it retains its Latin meaning.
De- has a variety of meanings, but the sense of "removal" or "negation" comes ultimately from dis-.
Solution 2:
As Andrew points out, De- has a variety of meanings.
'Defenstrate' isn't the only word using this form. 'Deport' is essentially 'thrown out the door', and 'deplane' means to exit an airplane.