Jack likes to think that the wind likes him because they are kindred spirits.
The wind is invisible. Nobody can see the air surrounding them, nor the air they breath, nor the breeze that bends the treetops and ruffles the leaves. Jack is invisible too. Nobody can hear him, nor do they see him, nor can they feel his touch. All they can feel is his cold, and all they can see is his snow. He'll take what he can get.
Like the wind, Jack hates to be confined.
He's seen people try and bottle air. He has seen children blow up balloons, trapping the very air they had breathed in moments ago to sustain them by shoving it into a small rubber bag. Jack has watched the balloons grow larger and larger, and has seen the pressure go up as the air fought back harder and harder until the thin rubber snapped and the air was free once more.
Jack hates to be trapped, too. Ever since he awoke in the light of the moon over the ice covered lake by Burgess, he has hated small spaces. There is something suffocating about being surrounded on all sides by impenetrable walls. It lights a panicky, desperate, afraid feeling in his chest for reasons he can't understand. Either way, he doesn't like the feeling much, and resolves to stay out in the open as much as he can.
The biggest tie between Jack and the wind is that they were both alone until they had each other.
Jack didn't need to know anything about the time before the lake to know that he had never felt more alone than he had drifting through the lake under the ice. His first memories of companionship contained the moon and the wind. The moon had more or less abandoned him almost immediately after he woke up, so he didn't really count that one.
The wind on the other hand had gently cradled Jack as it lifted him from the frigid waters he had come from. Instead of abandoning him like the moon had though, it had lifted him up into the air in joy, celebrating his awakening and the discovery of a companion after so long. Of course, Jack had flailed so much at first in his surprise that the wind had lost its hold on him, accidentally dropping him in a tree.
The wind had no direct voice, Jack had soon discovered. Instead, it spoke through the murmuring of others. He could tell what the wind was saying by listening to the whisperings of the trees, the whistle in a chimney, the sound of the waves slapping against the shore of his lake. The wind had found a way to speak, most others simply hadn't found a way to listen.
Because of that, the wind had been alone for ages, ever since it had first begun to exist. It had wandered the world dozens of times over, and was intimately familiar with every nook and cranny, every set of lungs on the planet. Now that it had someone to share it all with, it was more than happy to take Jack where he needed to go, and Jack was more than happy to have a friend to see everything with through his new eyes.
No matter what came next, no matter if he was ever seen or not, he could always count on the wind. The wind had been the one constant in his life since his awakening, and it had never once abandoned him like the moon. The wind had never let him fall, and it had never turned on him. Even if his first friend ended up becoming his only friend and his last one, he wouldn't trade it for anything, because the wind and Jack? The wind and Jack were more than mere companions, or even best friends.
The wind and Jack were brothers, ready to take on the world side by side.