Their sense of smell is around 200x more intense than ours. They are checking out the lay of the land. Actually, it is much safer for your dog to roll up the window sovthat he cannot stick either his head or his whole nose out the window. A bug could actually get stuck in one of his nasal passages and have to be surgically removed. A road rock or bug could hit its eye ( at 70 mph) and do irreparable damage! Sometimes they get too stimulated and will jump out of a speeding car to chase something, not realizing the danger. Yes, it's cute to see their ears flapping in the wind, but you'll have a safer pet if you keep his head inside the car with the window only cracked. Please don't put a loose dog in the back of a pickup either! I think you can figure out why not to do that.
Haha Why did I enjoy sticking my head out of the car window when I was a little girl? I loved the smell of fresh air and the feeling of cool breeze blowing against my skin. Dogs love the feeling of air being brushed against their cute little faces. Just like how my sister's pup loves to be blown in the face by me. It calms them down too.