This is apparently an artifact of the 1918 flu pandemic: building architects / heating engineers intended for windows to be kept open to ventilate spaces in the winter, and so steam heating systems were over-provisioned. A number of friends in old apartments in Pittsburgh had the same issue with building heat.
(Relatedly, I wonder what effect the current pandemic will have on the modern trend of well-sealed homes...)
(Relatedly, I wonder what effect the current pandemic will have on the modern trend of well-sealed homes...)