If you are out for the best “look”, then yes. If your hanging rails mirror a consistent cornice element on all your walls, this will blend in better with your interior and be less visible.
Objectively however, there is no reason why you need to install the rail over the windows and doors given you are probably unlikely to hang any pictures there.
Basically, it comes down to your preferences: what’s more important to you – how it looks or what it costs?