Many years ago there were some heating systems, particularly in the Prairies, that had the heating ducts on the ceiling in the centre of the house and the cold air returns under the windows. When we blew a lot of hot air into our houses, this worked fairly well, on the premise of pulling the cold air down off the windows and sending it immediately to the furnace before it could cool down the house.
As we began to reduce our energy use, we discovered that in a heating climate, it was much more efficient to warm the window up with hot air, meeting the cold air coming down the window and pushing comfortable air into the room, and then placing our return air ducts in the centre of the house. For one, this reduced overheating at the ceiling level, where the air is already hot. In fact, as we have year after year reduced the air flow in the furnace system (because of better insulation, air sealing and weather-stripping) the old system simply didn't work any more. Sofas started freezing to outside walls.
If you don't want to waste energy out of your windows, don't turn off or deflect the heat away but get better windows. We need that heat to attack the coldest part of our modern houses, the windows.