Riding in the wind is a great way to desensitize your horse(s).
That's true, but it doesn't seem to be my horses that have a problem with it. I try to not ride when it's terribly windy just because it makes me lose my patience in a heartbeat. I get very frustrated when it takes throwing the saddle pad on their back 8 times to be quick enough to get the saddle up there and weigh it down before the wind whips it away.
Plus, if I can't see where I'm going because of all the sand blowing in my eyes, I can't imagine that the horses see any better.