When Words “go out the Window”

This has been bugging me for a while. I’m reading a book, sometimes published by a well-known publisher, when I come across a line like “he walked out the door” or “she looked out the window”.

What’s wrong with that? Well, I’m starting to doubt myself now and. Maybe nothing is wrong. But shouldn’t it be “he walked out of the door” or “she looked out of the window”?