Chip, seriously, when the wind is at your back you don't feel the windchill because the air is moving in the same direction that you are travelling in. When the wind is behind me at 40 kph it helps me up to around the same speed, my airspeed drops to almost zero, and the windchill becomes negliable. You can't feel it because there is no windchill.
You guys ride in the winter and you know this, you're just bustin my chops.
It's important though, as when a panic-stricken voice on the weather channel yells "OMG, the windchill is -35C this morning, stay indoors, OMG" (or words to that effect) and you dress for the -35C and set off with the wind at your back, you will almost certainly be too hot and get sweaty. Setting off into the wind, VERy different story.