Flame velocity (not fuel velocity) is the issue.

Think about how flames shoot out of a blow torch. Try waving the flame from a blow torch around in the breeze from a fan on low. It won't affect the flame much. Now take a candle. Wave the candle flame in the same breeze. You should see a pronounced effect on the flame. A blow torch has a high velocity flame; a candle has a low velocity flame.

In like manner, an alcohol stove typically has a relatively low velocity flame. Wind affects an alcohol stove flame more than it will a gas or gasoline/kerosene stove's flame. You're making the right choice using a windscreen with an alcohol stove.

HJ