Lots of animals (and children apparently) are disturbed by high winds. I guess it's a survival strategy, if there are trees falling all over the place, it pays to be on your toes....
Our moggie absolutely hates the wind, but will quite happily sit out in the rain. Brainless she is.
Ours doesn't like the wind, she only goes out when she needs to which means she gets bored and prowls around looking for mischief