And here's something I bet you didn't think of (and neither did I). If you do let your dog stick their head out of the window are you turning off your power windows? Can you imagine having your dog step on the power window button while his/her head is sticking out?
Also, your dog may love to stick its head out the window, but wind can actually irritate mucus membranes and blow pieces of debris into their eyes. Just like children, they shouldn't stick any part of their body out the window.
Bottomline...it's not safe for your dog or you or the passengers in your car for your furry friend to not be properly secured when riding in your car.