If your cigars are relatively fresh, they may still be a little wet. If they haven't been in your humidor for long they may need some drying out time. Take a couple and leave them out of the humidor for a day or two and then smoke them and see if there is any difference in burn. The burn problem could also be caused by a number of things including poor construction and tobacco quality or as you mentioned gusty winds could cause the burn to get off.