ditto Seriph.
The pressure on the outside of the sock is the same as that on the inside - therefore no collapse.
It is the literal force of a block of air smacking into the limp windsock that causes it to fly from its limp position toward the horizantal and, thus, allowing the block of air to escape from the other end- another block of air follows etc and, if at the same speed and force, keeps it at the same angle.
G