Oh, no, Jen. Please keep asking. We all learn from the answers.
I wonder if it's an individual thing, or perhaps some horses have been pastured where they have experienced lots of wind gusts.
In the days when I was starting colts, it always seemed like wind made them nervous, but the TWH gelding I have now is absolutely not bothered by wind. I was out by myself yesterday and up on top the wind was really howling. I've ridden so many horses that would have had a real problem with that kind of storm. I was really thrilled to be riding a horse that wasn't worried about a good windstorm.
He's also not bothered by any kind of water any where. He was born and lived for a long time in Oregon's Willamette Valley where it rains a lot. Maybe they get a lot of wind, too.