This is not true, and it's why we developed separate scales for wind chill (which factors in wind) and heat index (which factors humidity).
Looking at the wind chill chart[0] for frostbite times, there is nothing particularly special around the freezing point temperature, even at absurd wind speeds. Ironically, actually, the 0 point for Fahrenheit is far more relevant threshold for frostbite.
[0] https://www.weather.gov/safety/cold-wind-chill-chart