Every segmentation model makes a simple assumption: a pixel belongs to the foreground or the background. For opaque objects, this is true. For transparent objects, it is false.
A pixel in the middle of a glass of water is not foreground or background. It is both. It shows the colour of the water mixed with whatever is behind the glass. If you remove the background, you also remove the colour that was showing through the water.
The same applies to glass, windows, smoke, steam, and any material that is partially see-through. The model has no way to separate the material from the background behind it because they are mixed together in the pixel values.