The wind is very much alive. Is it the soul of a planet? The collected consciousness of its occupants? Difficult to say, but it seems to consider He’s one of the oldest living beings among the Mythos. The father of all vampires (or Night-Children, as they’re called),... More a friend.
She tells him things he couldn’t otherwise know (and he is the one who claims the wind has a gender). She also speaks to his family of Night-Children because of him.