I can't believe it that so many people missed this and label it as a plot hole. When they enter the room they notice that almost every window has bars, but it seems like people missed the fact that one window is boarded up. That's the window Alex fell through.
I mean, the movie establishes that most of the windows are barred, and the characters make reference to the lack of escape options in the very scene. This also takes place during a frenetically paced chase where's it's very difficult to realize Alex went through a different window because that wasen't the focus of the scene.
I mean, how could one possibly miss that on their first viewing of the film, when you're not questioning the logic until after the act has happened, right?!
You can see that window easily in the background of several scenes. When Rocky looks at the windows and when Alex falls through it is not the only time you can see that window. You can see while they're trapped in that room etc. You can notice what happened just by looking at the movie and paying attention.
You know, I was only being facetious while illustrating how something like that is easy to miss on a first viewing, but now I see you are literally being pompous.
The scene was presented in a confusing way, so I understand why people would question it. The start of the movie made a big deal about bars being on most of the windows. The scene of them entering that room had the guy revealing the bars on one window and making some sort of comment about there being no way out. I would have to watch again to see if they showed the other window with bars or not.