There are two main reasons to insulate windows with gas: to preserve energy and to avoid noise. In many countries a great amount of consumed energy is used in structural heating, where a big source of heat loss is through the windows. Float glass as such is a good media to transport heat, which you do not want. By using double or triple panes in the window, the space in between can be filled with an insulating media. This insulation improves the window's heat preserving function, leading to reduced energy costs. To fill these criteria mono-atomic or rare gases are preferred, with argon and krypton the most commonly used.
At airports, along rail lines, or with busy roads outside noise has a tendency to leak indoors, with most coming via the windows. Therefore the indoor environment can be improved if also the windows can be noise insulated. With noise abatement the important feature of the gas will be density since the more mass per area the better result. Typical gases used for this include argon and krypton, which can be supplied in either pure form or in mixtures.