Double pane windows with warm edge spacer a) basically eliminate thermal bridging from the inside to the outside (i.e. there is NO CONDUCTION to speak of) and also minimize convection by reducing the space between the glass sheets to the optimum (the spacing that results in the lowest heat transfer from one glass sheet to the other) and, generally, filling that space between the glass sheets with another gas (argon) to further reduce convection. They usually also add a low emissivity coating to reduce radiant heat transfer.
In typical building construction for a cold climate, glazing (windows and doors) represent a greatly higher rate of heat loss than properly constructed walls. But we're not talking about bare concrete extending from the outside to the inside of the structure in that case- there's an insulating material designed into the wall somewhere.