Maybe!! why would you open the cupola window with the stove on? Perhaps to get your head out for a closer inspection of your train but I can't recall smoke entering the cupola or at least not very often from the stack. Whoever designed the stack knew what they were doing. I'm sure it happened but not very often.
I do remember opening the cupola windows and the back draft would cause a small explosion "POOF" right at the stove and the lid wold fly off the stove,,,, Lots of smoke in this instance but not from the stack,. Speed was a factor.
Open both doors ,clear this thing out.
Nice Mainline caboose.