Your apparent noise levels are more likely due to different wind directions, depending on where you live and orientation of the window. Along east coast, USA, summer winds are usually from the southern quadrants, winter from the northern. So I hear louder winter wind noise from my northerly facing bedroom window...
I just skimmed Wikipedia on relative humidity:
"Water vapor is a lighter gas than air at the same temperature, so humid air will tend to rise by natural convection. This is a mechanism behind thunderstorms and other weather phenomena.."
If that's accurate, I'm thinking that winter wind IS more dense so at 20 mph has more momentum, hence more force than less dense summer air at the same wind speed...hence it has more force when it does blow against any surface.