• For one thing it increases the chances of solid contact creating a more penetrating ball flight. (Swinging harder in an attempt to fight the wind makes it more likely you'll make poor contact for various reasons: contracting the wrong muscles in the wrong sequence, losing your center of balance, increased grip tension, the list goes on...)
• For another thing it compresses the ball less causing it to spin less, which also creates a more penetrating ball flight.

A solidly struck ball with a more penetrating trajectory is less affected by the wind. Swinging harder when the wind is blowing is a powerful instinct to overcome. But if you can discipline yourself to use more club and swing easier (like all the textbooks and great players and teachers have been recommending forever) it will have a wonderful effect on your ability to control the ball in the wind.