What is the purpose of a rose window in a religious space?

If you've ever visited a cathedral, you might have noticed a dramatic circular stained glass window dominating one of the walls. This type of window is called a rose window or a wheel window. Both names refer to the fact that it's made of a series of smaller windows radiating out from the center like wheel spokes or flower petals. Rose windows are usually found in two locations in a church, at the west end of the nave--or the main body of the church--and at the ends of the transepts, the shorter sections of a church's floor plan that give it the shape of a shallow cross.

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Concerto grosso was composed during the classical era. (sorry if i misspelt the name)