Thermal motion is random. All particles move very fast (100s of m/s at room temperature), but they bump into each other and go in a random direction, so on average, they don’t move. Wind is the opposite, it’s quite slow but all particles move in the same direction.
For the temperature, the low velocity of the wind doesn’t account for much. But, wind constantly disturbs the hot air layer around your body and replaces it with fresh cold air, therefore it feels cool.
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