Horses use thier senses to observe the world around them. On a windy day, everything is moving, making them think something might be hiding in there. The wind also brings tons of new smells and for all they know that dog or something is right behind that moving bush. The wind also dulls their hearing. Can't hear, weird smells, everything moving, and it feels like something is touching them. Other then taste, thier whole world has been shaken up.
JR Molly and Jacky