You're correct, they basically mean the same thing. As you mentioned, the only difference is that outside *my* window is more specific:
outside the window = no information regarding possession.
outside my window = outside the window + the window is my window.
He likes to look outside the window, but outside my window, he can't see anything.
When my cat is indoors, he likes to watch the birds from outside the window. (There are one or more windows in the house, and the cat watches the birds from one or more of these windows).
When my cat is indoors, he likes to watch the birds from my windows. (There may be one or more windows in the house. One of those windows is MY window, and it's that specific window that my cat watches birds through).