Grid patterns should, in general, match on all windows on the same floor and side of the home. This way, when you look at the house from the outside, it has a unified appearance. If you see a difference between one window and its neighbor, they may not be aligned properly. However, if you want to make an exception for certain windows, such as bay or bow windows, you can align them differently than other windows. As long as they are still part of the overall grid pattern, there is no reason why they cannot share a border.