Depends how hard the wind is blowing. Some years ago I was riding my motorcycle at slow speeds in 100+ temps. My motorcycle has full fairing and a large windscreen, and my full-face helmet has a windblocking panel across the bottom of the chin bar. Here’s what I remember:
-with the visor of my helmet completely down, air exchange near my face was minimal, and my face got uncomfortably hot.
-with the visor of my helmet cracked open just a smidge, there was a little bit of air exchange, and my face felt quite a bit cooler.
-with the visor wide open, I got the “blast furnace” effect, and my face was uncomfortably hot again.
My unscientific answer:
-sweat cools you off by evaporating, and in the process it creates a high-humidity microclimate right next to your skin that inhibits further evaporation. If there’s no breeze at all, you will soon exist inside a microclimate with 100% relative humidity, at which point sweating won’t be optimally effective.
-A very slight breeze continually strips away that microclimate, introducing new dry air without convecting in a bunch of heat. Sweating works really well under these conditions.
-A strong wind won’t make sweating much more effective, but it will tend to heat your skin just by virtue of being hotter than you are.
I expect this is why people in hot, dry desert climates (north Africa, middle east) tend to cover themselves almost completely with loose layers of lightweight fabric rather than showing a lot of bare skin: the loose layers take the prevailing wind and dial it down to just a trickle of fresh air next to your skin.