Hidden Notebooks?

The "Preferences" and "Enter Activation Key" windows are Palette Notebooks located in the directory

FileNameJoin[{$InstallationDirectory, "SystemFiles", "FrontEnd", "SystemResources"}]

(look at "Preferences.nb" and "ActivationDialog.nb").

But (according to an old MathGroup post by John Fultz) the "Option Inspector" is written in C.

As to why Notebooks[] doesn't list them, I can only guess that the most probable reason is that they aren't opened by the FrontEnd in the usual way. Probably they are loaded as Front End Resources or something similar. In support of this guess I can note that they don't appear in the list of recently opened files in the File menu when you open them as menu items (i.e. via Edit ► Preferences... and Help ► Enter Activation Key... ), but they do appear in this list when you open them directly by double-clicking in the File Explorer. And in the latter case they are listed by Notebooks[]!

With addition to Alexey's answer, FrontEnd probably hides them with:

 FrontEndExecute @ FrontEnd`SetNotebookInList[EvaluationNotebook[], False]

You can use it too to toggle appearance on Notebooks[] list.

One other note, you can find every single notebook with:

FrontEndExecute@
 FrontEnd`ObjectChildren[$FrontEnd]