That's the beauty of glass and colour - it does things quite differently to paint.
When you see blue glass, the chemical make up of the glass is such that blue light is reflected back to you from it - it absorbs all the other colours.
When you see yellow glass, it is yellow being reflected back at you, all the other colours are absorbed.
When you look through
glass which is a layer of blue over a layer of yellow, all that gets through is the red/purple end of the spectrum - because both blue and yellow wavelenghts are being reflected off
the other side, only reddy purple gets through