Heavy wind causes your stamina to deplete more quickly (as well as snow). There are parts of the game where the weather gets so crazy it completely changes the look of the terrain where you can't even recognise it anymore despite having walked through it for the previous 20 hours. Everything varies in intensity so it's not like most other open world games where it's just one generic rain effect that randomly just shows up for a minute or two and then disappears. Snow decreases walking speed to a crawl when it gets heavy and when there's a storm at the same time you basically can't see where you're going beyond the whatever is immediately ahead of you.
Rain (called Time Fall in-game) causes cargo/vehicles/structure degradation and increases the likelihood of BTs to show up. Not only is it amazing from an audiovisual point of view, it drastically affects multiple systems in the game. I'm almost done with Death Stranding and this game probably has one of the integration of a weather system I've ever seen in a game. Basically I'm talking about where weather actually changes how you play and isn't just some cosmetic effect that adds to the atmosphere but nothing else.
