Because they're big softies.
I have 2 cats, one chases the other who then runs off and cowers in a corner. Funnily enough though the one that hides won't fight her back but will go for other cats and also chases dogs! She also does the window thing. The cat that chases her is scared of all other cats however and won't go anywhere near them.
Guess it depends on the cat really and how confident they feel.
Are your cats young or have you just got them or moved house? Maybe they're still a bit nervous if so.