Window sills are a place where water often gets in, and can cause damage not only to the exterior wall but even the interior walls.
Why? Usually there are a variety of materials competing at this part of the house, each with a different rate of thermal expansion and contraction. Perhaps clay bricks, the soft and somewhat flexible mortar between the bricks, window frames, and the sills.
If the sills are made of brick, then there are many joints, and being very porous, these sills tend to spall, as water is absorbed and freezes and breaks off parts of the brick.
If the sills are made of stone or concrete, then while there are fewer joints, the difference in the thermal expansion rates of the adjacent materials is greater. What tends to fail is the joints between the sill segments and the mortar at each end. That’s mainly because the concrete or stone sills have very smooth ends and don’t provide much for the cement to grab on to, so they become the failed joints.
A good solution is to use a sealand, caulking it on to prevent water damage.
Sealant, like the kind found in hardware stores, is meant to go on thin, no more than a half inch deep. So, if the area you’re caulking into is deeper than that, it’s wise to get a backer rod or soft foam to put into the cavity to minimize the depth of the sealant. That will allow the sealant to keep its elasticity.
If you visit the Algonquin School of Construction Excellence then you will see they’ve used grey sealant in their joints. Mortar has been proven to fail.