Bruh I hate to break it to you, but they already have to do that. I took this photo on the 66th floor of the Sears tower this last summer. Note that the spider is on the outside of the window.
Spiders usually do it in reverse. They tether themselves to what they are on then "let go" and let the wind take them, with their tether being a lifeline so they don't go too fast and in case they don't get anywhere, then they can just go back to where they came from.
And then you run into all these travel webs when you walk your dog at night, and get to wonder if you have a spider somewhere in your clothes or hair, just waiting for the right moment to scare the every-loving shit out of you.