Weather
Why does wind feel colder?
In cool air, wind carries away the warm air beside your skin and can speed up moisture evaporation.
Why + what to do
Why
Your skin warms a thin layer of nearby air. Wind replaces that layer, so heat leaves your skin faster. Separately, water on damp skin can evaporate and take heat with it: air is carried away; moisture evaporates.
Try this
In cold weather, a wind-resistant outer layer and dry clothing help reduce heat loss.
Keep in mind
Wind chill describes heat loss, not a lower air temperature. This is a cold-weather explanation, not advice to rely on a breeze or fan in extreme heat.