Not a dumb question at all!
Technically, yes, wind at the same speed would be less impactful at higher elevations than at sea level. Because the density of the air is lower, there are fewer molecules to blow against you and create the resistance you feel in heavy winds.
Wind load (the force of wind pushing on an object) is directly proportional to air density, meaning the wind load in Denver (where the density is on average 82% that of sea level) would also be 82% of that at sea level.
However, realistically, any difference would probably be negligible in terms of what your body experiences. So it might be 18% less forceful, but would you really notice?
Still think weather isn't real @hen_ease?
If you would’ve told me two months ago the Mariners would have their season derailed by a Carlos Vargas leadoff walk, wild pitch and seeing-eye single, I would’ve said “Yeah that sounds exactly right.”