Jesus use wind as analogy for the work of Holy spirit; it has quite a very deep meaning. Wind has no traces when it comes and goes. People cannot fully understand the reasons behind, but these are the experiences of both you and I.
Remembering that when I was in the elementary school, I've read the follow, "Wind blows is the result of air movement." No matter how many forms of winds are there, wind basically is the air.
One church fellowmate asked me, "Why does God has to play hide-and-seek with people? Why does He not communicate with people in a more specific, more realistic way, so that we can beleive Him in a easier way."
I think he has spoken the same thoughts of many brothers and sisters. However, our lives, our actions and our presence, are not all inside Him? If someone feels the wind blowing towards our face is not so specific, the air we breath in every minute is not real, what other better ways does God still has?