Most (practically all) aircraft do not have bullet-proof windshields (including military), for starters, and secondly a several pound meat ball travelling at closing speeds anywhere between 60kts (GA) to 200+ kts (jets/airliners/mil) is going to do a number on the aircraft regardless if it incapacitated the pilot.
Doubly-so if it's a several pound metal ball...
You don't want to hit anything in an aircraft, ever.
Bulletproof windshields were very common during this period, although 43-11719 doesn't appear to have been fitted with one, likely because the F variant never advanced beyond the prototype stage.
I may have missed it, but I don't see anywhere in that linked article that mentions bullet proof windscreens... and Wikipedia for the aircraft also makes no mention. Plus, we're not just talking about this particular aircraft in this incident, but generally all aircraft.
But, I would not be surprised it was tried, particularly with WWII era machines. There's very little actual benefit to having one on any aircraft, even CAS aircraft. A modernly restored version meant for airshows and racing probably would have replaced it for something more modern and lighter weight.
Look at the 12th photo in the gallery, which shows the cockpit from the right-hand door. No armored windscreen.
There's no particular reason for wikipedia to mention it because it was a very common feature in this era. It would be like mentioning that it had self-sealing fuel tanks. It was also a feature that could be present or not between different models, and could even be retrofitted to a plane once it was in service.
Regarding the wreck-finder below: he likely does know exactly what it was because he likely started by looking up the crash report (and based on his claimed date, it's probably s/n, 44-2031)
The person in the picture is speculating it's a bullet proof windshield, and he's mistaken (particularly from the P-39 aircraft mentioned in the link). If you look at both a P-63 and P-39 you will not find any windshield or window that is even remotely shaped like what is held in the image.
Regardless, modernly speaking, very few (if any) aircraft have bullet proof windshields. They are impractical for a number of reasons, including weight, size, thickness (distortion of picture), and efficacy. If a pilot is within small-arms distance they generally are already in trouble...
Actually, I'd say the most vulnerable part for a strike in a single engine craft is the engine, which sits ahead of the cabin. At low altitudes there's precious little time to correct for any sort of engine failure.
