Opening the windows can actually allow certain gases and particles to enter the interior from the outside. Often these are fine dust or also nitrogen dioxide or ozone.
However, some sensors are also very sensitive to changes in humidity and temperature. These include, in particular, sensors that measure according to an electrochemical measuring principle, such as VOC, sulfur dioxide, nitrogen dioxide, carbon monoxide, hydrogen sulfide or ozone. If an unexpected change in measured value is related to an open window and a strong change in temperature/humidity, the short-term change in measured value may be due to this. After closing the window and normalizing the temperature and humidity, the measured values quickly equalize again.