People hate windy days generally because of issues such as the hair being messed up. During windy days it is also difficult to undertake some outdoor activates such as playing games like tennis. On the flipside, though the air feels good on such as days and people engaged in activities such as track events would really have fun.
Mother Nature is a gentle old lady most of the time and treats us with kindness, but once in a while she bares her teeth and shows her power. Those are days when much damage is done so we are a little afraid, certainly apprehensive.
But those are also moments of sheer awe and border on the spiritual. Yep, even atheists can have spiritual experiences.
I love walking on days of high wind, especially if there are heavy thunderstorms. Hailstorms are better viewed from shelter -- I don't feel the same way about pain.
If you get the chance, read "Pan's Purge" by C.S.Lewis. It's a short poem, but a moving one, about Pan's (that is, Nature's) return to the Throne.