You insufferable ninny, no one said that wind was pleasant.
What was said was the 'wind chill' has nothing to do with the actual temperature and is a rather misleading way to describe effort needed to raise or maintain a temperature above ambient. Since, it's assumed here, that your temperature is somewhat above ambient at around 98.6ºF** if the wind is blowing, depending on velocity, you have to burn more calories to maintain that temperature than if the air were still. It does not mean that you will freeze any harder or freeze at all if the air is above 32ºF.
Moreover, weather clowns love wind chill if they're going on about how cold it is or is going to be because it sounds so much more dramatic than the relatively boring air temperature. Which, of course, is the actual temperature.
** 98.6ºF was the result of a rather unscientific study in done the late 19th century. More of a poll than a study. Normal human temperature is actually a small range and its mean is a bit lower than 98.6ºF.