Why is wind proof construction important?
Insulation by stationary air
Air movement in the porous structure reduces the insulating effect.
Protected insulation material
No air movement possible in the porous structure, full insulation effect.
The thermal insulation effect of a woolen jumper is based on the stationary air inclusions in the fibres: as soon as a cold wind starts to blow, the insulation effect decreases.
However, the effect is restored if you wear a thin windbreaker, which itself has no significant heating function, over the jumper.