I believe he's asking why it doesn't separate when it passes from air, to glass, to air, that's what I took from "through glass".
It all depends on the angles of the edges, if the glass edges are parallel, when it passes into the glass, all the colours separate slightly, then when it pases back out, the colours are not separate but travelling parallel.
However if you have a triangular prism, then both interfaces refract in the same direction, giving a larger angle of separation for the light, so you see the split colors more easily.
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