Shields don't lose durability when attacked by wind charges.
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To further back the previous comment up, see MC-137588, MC-223033 and this comment by @unknown on MC-259902
The report you have submitted is working as intended as per this comment by @unknown: Wind charges are dealing less than 3 damage.
Wind charges only deal around half a heart, and the minimum incoming damage needed for a shield to lose durability is 3 (1½ hearts), so this seems like it would be intended.