Through the lamenting women (and their daughters) the Lord wants to make clear that death will inexorably strike in Jerusalem. For death has come up into our windows
means that death is portrayed as a burglar and assassin. Nothing can stop him, nor should the rich think that they are safe in their strong houses.
20 Hear, O women, the word of the LORD, and let your ear receive the word of his mouth; teach to your daughters a lament, and each to her neighbor a dirge.