Look at this the other way round. Remember that speech comes BEFORE writing, both in the evolution of a language and in the way that a native speaker learns their mother tongue. It's not a case of 'Why do we say this written word like this?', but 'Why is this sound written this way?'
Say this word aloud. Think how it sounds. Then think about a logical way of writing it. There is only one way logical way of writing it, isn't there? W ... i...n..d. That's why it's written in this way.
It's just a little confusing that there are other words which are also written like this but are pronounced differently. And, just to confuse matters further, there is also another word, the verb 'to wind', meaning to make repeated turns, which is spelt the same but pronounced with an /ai/ sound to make it rhyme with find, kind, mind and so on. But that's just the way it is. Sorry.