As mentioned, higher wing loading will result in more stability under windy conditions.
Isn't that the exact opposite of a glider which you fly in windy conditions?

Anyway, I don't find this to be the case....I find the total size of the plane/total weight of the plane to have a much larger effect. I understand that a "model" airplane with high wing loading supposedly "penetrates" the wind better. However, a large crosswind on a 2 lb model with the smallest of all wings (and thus a very high wing loading relative to other 2lb models) and a mega engine to make it fly gets blown all over the field. I find that a 10 lb model will hold up much better in a lot of wind than a 2 lb...no matter what the wingloading is.

...unless you talking about the "total" absolute size of the wing-loading number instead of the "relative" size of the wing loading.