From a pilots perspective we generally expect the wind in the take-off clearance. As stated, taxiing is generally a busy time on the flightdeck and the ATIS we have last read/received is probably not current by the time we are lining up.
Also, in many aircraft the pilots write the ATIS and on a knee board which gets stowed just before lining up due to the fact it could foul the flight controls.
The windsock is not always visible, and especially in the case of crosswinds, the wind direction/speed is important to know so we can judge what flight control imputs may be needed and what approximate heading correction may be nececery to maintain the correct track after departure.
If you dont give the wind, I can guarantee that most of the take-off clearences will be followed by "Wind Check?"
