Well, once again I should be more specific. I assume other people know as much about this stuff as I do.
What I meant to say is that wool clothing will cut wind much BETTER than synthetic fleece will. Synthetic fleece is notorious for having wind go right thru it...that is evidently one of the main reasons for the emphasis on soft shells and windblocking outer garments these days. Because most people use some kind of synthetic fleece (Malden Mils, etc.). If you rely heavily upon synthetic fleece without some type of wind blocking outer garment, if its very windy out at all, you can get cold.
Wool on the other hand, blocks wind much better than synthetic fleece. However, in medium to high wind conditions, say above treeline out West in alpine areas or even along high ridges in the Appalachians, yeah you are going to want to have a very lightweight, thin wind blocking garment. Whether it is a formal soft shell or an old style Wal-Mart wind break. You are going to need it.
For mild wind conditions, if you are wearing several layers of wool, I havent found the need for any sort of wind blocking garments. Wool will easily cut mild windy conditions...fleece wont.
Another thing about wool, is that it is sort of self regulating when it comes to temperature. When its winter and I'm wearing a lot of wool, I find it keeps me warm under all conditions, yet for some reason it is harder to overheat in as long as I have adequate water to drink.
As far as wool and allergies...the "itchy" factor many complain about...did you know that wool contains a substance that dust mites despise and cant live in? Thus, wool is arguably hypoallergenic, as dust mites are the most common allergen on the planet. Hence, another reason to use wool in the winter, as some people may be mildly allergic to dust mites and not even know it.
I was reading Don Ladigen's "Lighten Up!" book last night and kind of laughed when I saw that cartoon of a someone holding up a wool sweater that had been eaten up by moths. I live in an area where there are lots of moths that will eat wool clothing...Ive had several wool suits destroyed by moths. So I do know where Don is coming from.
On the other hand, if wool is treated properly, you can stop the moths from eating it. I have a nine year old LL Bean wool lumberjack shirt that has been in my closet for nine years and it has ZERO moth holes in it. I have no idea what LL Bean does to their wool products, but it has to be some kind of conditioning or something. So it is possible to find wool outdoor clothing that will not be destroyed by moths in a few years.
I also have an old GI issue wool blanket (remember those?). VERY WARM for a blanket. It has no moth holes in it at all. And I havent used it in years. The military used to treat those blankets with something to prevent them from being devoured by moths.
Wool is actually a very tough, almost indestructible fabric.
The main issue with wool is yes, it is heavier than dry down or synthetics.