No doubt about the wind, but the humidity is also a big part of feeling cold.
I was born & raised in BUF, lived in N VA., Seattle, Chicago, Houston and now in SE Virginia. When it gets cold in SE VA., it's almost always humid too, and that can feel worse than my best memories of BUF. I'm also 50 years older now, so I guess that factors into how I feel the cold now. I could move again to change my location but I can't do much about getting older!