Aluminum window detail on cmu

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Why is this? Is it because most homes down here are masonry walls and the stucco layer over the edges effectively waterproofs it?

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Most of the time it's just buttering some caulk and sealant.

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However in South Florida, I have NEVER seen any window guys do any sort of paper waterproofing. What's confusing me is most of the videos I saw, they do a water proofing all the way around the window opening with felt plastic or whatever, folding over to the outside surface of the exterior wall. (1) I have seen a bunch of youtube videos and also hired window pros to install windows before. I have included a sketch to explain my questions below. I have a couple of window installation questions.

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