The bearing of an NDB is relative to the Heading you are flying. So wind will make a difference. The bearing to/from a VOR is independent of your heading. When flying an NDB approach, if you just point the arrow to 0/360, you will fly a curved track in most wind conditions. You need to learn to do wind correction to fly a straight line. The VOR keeps you on a radial, and the wind correction is what you use to keep the CDI centered.