You should do what is most aesthetically pleasing to you.
Should painted door and window trim match.
I think you could do a smaller version of the door trim for the windows.
You could of course keep just the sashes white and then paint the white frame piece around the sashes to match the darker outer trim but this can void the warranty of the window so it s not an option for everyone.
If you prefer a sleeker seamless look or if the door is in an awkward place such as near a corner or at the end of a hallway paint it and its trim the same color as the walls.
It s unusual to paint trim the same color as the walls.
You could also hang the curtains so they hide the window trim.
Therefore when choosing whether to paint your interior doors to match the trim contrast with the trim or stand out in a vibrant color that is different from every other color in the room the decision is yours.
I would be fine if they don t match.
That is what i have to do not for looks but for insulation.
Interior designers traditionally consider the door as part of the interior trim which includes the baseboards and door and window casings.