I'm not entirely sure about the physics of wind in caves. I figure that since caves are generally enclosed and otherwise quiet, you'd hear wind amplified a bit like through a tube. My question is, how far does wind reach into caves? And how big does a cave opening have to be for wind to audibly enter?
My intuition tells me that most Skyrim caves have very small openings with many obstructed by doors, so wind shouldn't be present at all. At most, it would make sense to change certain cave holes/doors to play the weather sounds of their externally linked cells so that wind dies down as you walk a few yards away.
Well, there definitely shouldn't be any wind inside anything with a door.
As far as the wind in the caves, it could only reach so far, and the amount they audio has, would blow out all the candles in a cave.
And there's something to take into consideration, they did an experiment back in the 70's IIRC, to find out how they had Light deep inside one of the Egyptian Pyramids, because
bringing in lit torches etc would cause them to burn out because the oxygen got too thin, plus the fact that burning torches would've used up the available oxygen that far in and suffocated all of the workers,
so those candles, way deep in those Barrows and Dungeons and Caves, probably shouldn't even be able to burn in the first place.