@dave r said:

........ If you are able to select the face inside without selecting the outside, you've solved it. ....

In menu View > check 'Hidden Geometry' to be certain that the window loop (its outer four edges) does not have any hidden line connections (due to importing the CAD file) with the surrounding geometry. They don't affect the Push/Pull tool but you say that you are dragging the entire wall (side?) with the window. So this sounds strange with applying the P/P tool. It's more of an indication that opposite faces may not be completely parallel