Well, that windscreen in the video is OK for an upright canister, but it will never be as good of a protection against wind as a windscreen that sits on the ground. Wind can sweep in under the edge and create all kinds of vortices. Of course a suspended windscreen (like the one in the video) is a lot better than nothing.
Then there's another issue: Efficiency. A Caldera Cone doesn't just protect you from wind. No, no, no. There's a whole lot more going on. A Caldera Cone entrains hot exhaust gasses and channels them up the sides of the pot, transferring more heat to the pot. A Caldera Cone also traps to a significant degree heat under the pot and prevents convective heat loss in a way that an open bottomed windscreen (like the one in the video) cannot. Thirdly, a Caldera Cone only allows air inflows through openings in the base of the windscreen. The Caldera Cone via these inlet holes and the exit holes along the top of the cone controls the overall flow of air in such a way that more efficient burning takes place. Lastly, the Caldera Cone is built such that one side of the cone has the inlet holes. If you turn the inlet holes away from the wind, then you get some significant wind protection while still having the controlled air flow that makes the Caldera Cone so efficient. No open bottomed windscreen can begin to equal this.
In short, the Caldera Cone is a very sophisticated, well tuned piece of equipment that a suspended windscreen has no hope of matching. Don't look at a Caldera Cone as just a windscreen. A Caldera Cone is a total air flow control and exhaust entrainment system as well as an extremely stable pot support -- in addition to being a windscreen.
The suspended windscreen is great for an upright canister stove -- you do NOT want to use a Caldera Cone with an upright canister stove, but for an alcohol stove the Caldera Cone is vastly superior in terms of wind protection, pot stability, and efficiency. Sure, you might save some weight with a suspended windscreen, but you'd lose efficiency, stability, and windproofness.
Adventures in Stoving