It only makes sense that you tend to see less scrub-jays on very windy days. They probably don’t feel like battling the elements and for the most part will stay tucked away in the scrub.
The bird isn’t the lightest or the most aerodynamic of the flying animal world. Many journals describe their flight as “labored” meaning they have to do a lot of flapping to stay airborne. Their body-to-wing ratio is fairly large.
If you go out to the scrub looking for jays on a very windy day you may have trouble finding them. And they are experts at not being seen when they don’t want to be. After all, this is their main form of self-protection.