The higher the wind speed, the more power you have to dump into the sensor to maintain its temperature and therefore the higher the voltage across it.
i think most comercial sensors use the current draw by the hot wire to maintain a stable temperature as the actual signal.
It doesn't make much difference if it's current controlled or voltage controlled, you get the same square law response (P=V^2/R or P=I^2R). If you want a linear output you need to measure heater power, though this is more difficult with a purely analog solution (log amps etc).