God it's great to have the podcast back. A month feels like a long time, especially when you've been binging to catch up!
I will say that while I loved your discussion of this story, I didn't like "Westwind" much as a story — a rare occurrence in my reading of Wolfe, where I am often baffled but rarely simply unmoved. It felt, to me, uncharacteristically heavy-handed. I wonder how much of this is simply because (unlike a great deal of Wolfe's readership) I'm an atheist (and a Jewish atheist, at that), and therefore I didn't find the metaphor personally comforting as Glenn says he did (and Wolfe, too, seems to have done).
In fact, I would go so far as to say that "Westwind" reminded me of how creepy (to an atheist) a theistic worldview can seem: in a state that is portrayed as a dictatorship — I kept thinking of "Dear Leader" — the dictator is a stand-in for God. A dictator who (for some reason) refuses to help people openly and who uses his supposed universal love as an excuse for not stopping those who harm other people — all of which, were this story not by Wolfe, might make me at least try to read it as a religious critique. I certainly can imagine a story rather like this one which does function that way — in which everyone's believing they are Westwind is seen, not as a sign of love, but as a rather pathetically obvious trick through which a dictator keeps people pacified; in which the supposed universal love which the dictator self-claimedly has for everyone is demonstrably false, given the state of the world he himself runs; in which his claim (or the protagonist's claim on his behalf, clearly repeating the dictator's own line) that that love is why he doesn't interfere with the society's villains is in fact nothing more than an excuse to hide his complicity with the corrupt forces that run the world . But this would be my drash (as we Jews say) on the story: I don't see any signs of it in the story itself. The closest it comes to this is the (strongly implied) critique of official religion by depicting it as "the department of truth", and asking why you need interpreters when you have the leader's words; but otherwise the 'we-should-love-dear-leader-and-believe-his-love-is-real-despite-this-crummy-world' viewpoint is, I think, taken straight, even if I react crookedly against it. I may see a critique to be read, but I don't see Wolfe as doing much with it — at least as far as theism (as opposed to organized religion) goes.
Although I will say that, as I wrote this, it struck me that "why do you need interpreters, you have the words", is an oddly protestant view for the Catholic Wolfe to take.
Don't get me wrong: there is much to like in this story — the worldbuilding is admirably economical, as you point out, the characters are drawn — it's still by Wolfe, after all. But it feels to me that, quite uncharacteristically for Wolfe, it adds up to less than the sum of its parts.