I hope this isn't a stupid question. I have noticed in the past when I have painted the trim on the windows that it doesn't last as long as it should, even though I sand, prime and paint with high-quality paint.

I thought maybe a spray paint designed for outdoor use might last longer. Has anyone tried this. Would I still need to prime?

No spraying your windows will not make the job last longer. You would need to tell me what kind of paint your applied and what it looked like when it failed. Then I might be able to help you a bit more. Most failures are due to poor prep work and/or cheap paint. It doesn't sound like you are guilty of either.