It is completely normal for these plants to lose their lower leaves as they are growing. If the stems become bare all the way to the end, that's another issue. It sounds like you are giving good care. These plants can endure long periods without water when they are in the ground (I have a couple that I do not water at all and they endure 4-7 months of summer drought each year). When they are in pots they enjoy a little more attention.
If the plant is in a sunny windowsill and receives hours of daily sun (not bounced off the walls but hitting the plant through the window) then it's getting enough light. This is key during the winter when the light goes down and the sun is lower in the sky (assuming you are in the northern hemisphere). If you can take a picture of the whole plant and the pot, we might be able to offer feedback on how good the fit is.
