OK, fair enough, I am a bit grumpy in the winter.
And I didn't mean to imply that wind has no effect at all; it certainly has a massive effect on exposed skin. It's just that when it's below -10 or so you're wrapped up in a parka/jacket with an outer layer that is windproof if you have any sense, so the wind is not penetrating and making much of a difference to your core. It certainly doesn't make -16 feel like -44 (except maybe on your face if it's exposed)!
This is a really good article on the subject which explores how the "wind chill factor" number is determined, and as you can see it's a load of rubbish which is promoted by the media because it helps sensationalise an otherwise boring weather story.
A much bigger factor in how cold is perceived in my experience is humidity. At below -25 or so, there's virtually no humidity in the air, which helps more than you'd think. At -50 (about as cold as it ever gets here) my nose and cheeks will be absolutely frigid, almost painfully cold. It hurts a little bit to take a deep breath because your sinuses don't heat the air fast enough for it to be body temp before it gets to your lungs. However, if you're properly dressed your midsection can be fine, even toasty if you're active.
However, I remember days in Moscow where it would be -12 and fairly humid, and no matter how you're dressed you still feel cold, down in your core. Those are miserable days. I could easily believe that a place like Chicago at -20 with a lake-effect wind picking up humidity off the lake could be more uncomfortable outside than my corner of Siberia at -45, depending on how a person is dressed.
Interestingly, one thing I've gotten to know about that I would never have guessed before moving here is the temperature at which metal ceases to feel cold. At -25, if you take your gloves off to get your keys out and then forget to put them on before grabbing the door handle, it feels cold. At -30, you can't really feel it at all. At -35, it feels like you've grabbed something on your stove that is boiling hot. I mean it, it literally feels burning hot. It's especially a problem when you want to fill up your car with petrol but can't take hold of the nozzle for more than a second (because Russian nozzles are all made of metal rather than plastic).
