In brief, this is happening to your pictures because you have more than one type of lighting going on in your picture (daylight through the windows and the overhead lights). These two different light sources are actually different colors (we call it 'color temperature' if you wanna get all sophisticated about it). Although our eyes are capable of looking at two (or more) different light sources with different temperatures and seeing them all as 'white' in our mind, in a scenario where there are multiple color temperatures our cameras are only capable of resolving one of the sources as 'true white.' Thus when there are multiple light temperatures in a picture, some funky colors can result!
So that's a 'layman's explanation' of what's happening. Fortunately it is possible to correct for the differences in color temperature after the fact using Photoshop (or other photo editors such as GIMP). Were I in your shoes, I would first stitch together my panorama (so I only had to work on one photo) and then correct for the blue in the windows by masking the window section out (probably I'd just use the balcony railing as my masking line) and shift the window color to better match the rest of the scene.
Alternatively, if you'd rather skip the post-production work and are in a position where you can take the pictures again, there are a bunch of different ways that you can correct for the different color temperatures that are going on in your pictures. I've outlined the various options you might want to consider in a more comprehensive answer.