Well, forcing the elbow to follow through in an unnatural position will lead to physical problems later. Equate it to an overhand throw where the follow through is straight down. You wouldn't teach your DD to throw like that, so why do it for the windmill delivery.
Remember, virtually all sport motions go across the body for more strength. Think of a boxer's jab, a quarterback's throwing motion, a golfer's swing; they all follow through to the other side from where they started. Why? It is more powerful.
Finally, notice in Jenny's video where she talks about the "hello elbow" that when she pitches at the end of the video she doesn't do it herself. She may have been taught that as a young pitcher, but it is just not what the high level pitchers do.
Most girls are taught to follow through up to their throwing shoulder. This causes a number of problems. More importantly it inhibits ball movement when done as described on the Finch Video.