Geez it's amazing the crap that's being taught in flying schools these days. I guess you have to expect that if you take a sprog CPL give him an instructor rating and make him think he's Gods gift to aviation when in reality he/she knows squat!
Cooling airflow through the cowl as someone said is going to be handled by the spinning propellor.
Controls may blow around in the wind but you should be able to prevent that through the yoke, use the gust lock if you have to.
OK Boys and girls, the real reason for pointing into the wind is that if you park in a tailwind with the engine(s) running you can guarantee that the prop(s) will pick up any debris that's on the ground near it causing damage.
sigh