Spark plugs are used to break windows because they're of an appropriate size and weight, they're easy to tie securely to a length of string, and they're easily obtained at no cost from the trash bins of repair shops. Other things like saltwater fishing sinkers or large fastening nuts would probably work just as well, but they're not as common.

Incidentally, cash-strapped saltwater fishermen have been using old spark plugs for fishing weights for years. They're particularly popular when fishing in areas with a lot of rocks or snags that result in loss of hooks and sinkers. Why sacrifice expensive lead sinkers when used spark plugs are free for the asking?