"The renovation company says that it's normal to have leakage like this...seems odd to me."

Definitely not correct and should not be leaking. Only a short amount of time until there is mold and eventually rot inside that wall. Unfortunately a statement like that by a contractor would seriously make me consider what else he royally fouled up.

It's not normal, they are pushing you off and don't want to deal with it. Make them come out and fix it.

It is difficult to tell from the pictures, without being there and not knowing what they did. It looks like the window is taking on a lot of water and it has to go somewhere. Its should be over the sill ,or over the weather barrier or both. The trim and installtion details on the inside should are also important as you want to stop as much water as possible at this point.

Also, what kind of shower head do you have? How high is the window in the shower? Is the window ledge/sill filling up with water when someone showers? We've always had windows in showers and recently noticed the shower head we had was shooting too far out and was too wide so water would sit on the inside of the window. We got a new more rain style shower head that shoots down and not as wide and we notice no water anymore there when we shower. Just something to think about too. BUT the window should not be leaking either way.

Windows are created to be weather resistant from the exterior, not the interior.

1. When placing a window in a shower, it must be safety glass.

2. It must be fiberglass or vinyl.

3. The waterproofing of the shower walls must be integrated properly to the window material.

If any of those things was done incorrectly, you have issues.

Is the water on the exterior just draining from the window sill, or does it appear to be coming from behind the siding or trim? If the latter, that may be a major issue. If the former, as Todd alluded to, the window may just be taking on a bunch of water from the interior side, and ultimately its doing what it should do (ish), draining to the exterior. While it would be nice for windows to be sealed tight enough on the interior side to prevent water from getting "through" the window, they aren't designed for that. They are designed to keep water out from the opposite direction.

That said, it would still be wise to take some action. Add a small "shower curtain" or something like that in front of the window. Even if you have privacy covered with obscure glass, it would still be advisable to reduce the amount of water hitting the window. Also make sure that its fully sealed around the perimeter. If there is any sort of trim or "ledge" at the bottom of the window, that should be sloped to the interior for drainage. The big thing that you want to avoid is any water getting into your walls.

My guess is a pocket sill window with the weepers covered by the cladding.