Does anyone else notice that wind direction makes a difference to the perceived temperature in their house?

I live in a 1950s house, with cavity wall insulation and a well insulated loft. Double glazed and no draughts. We're in quite an exposed position, southerly.

My weekend heating schedule has been running running all day, and the boiler is just ticking over from time to time, so the zones are all ut their set temperature.

But the win is coming from the SE, as opposed to the more usual SW. And the house feel noticeably colder. I've noticed this on several occasions now - it's not just a one-off today. I also find the same with northerly winds. No basically cold rather than warm air.

It's got to the point where I'm actually thinking of using a SmartThings script to bump up the zone temps when there's a noticeable breeze from anywhere other than the west or south-west.

But I wondered whether others find something similar.

To me it seems daft. The thermostats (wall in some zones, HR92s in others) are obviously seeing their set-point temps, no matter what direction the wind is blowing outside, so why should it make a difference indoors?