It's a wonderful melodramatic moment, full of rhetorical sound and fury. If I must perish, then let the whole world perish along with me. For an instant, the wind rages, as if responding to this plea. But in the end, of course, nothing happens. The world remains unmoved by Peter's ridiculous gesture.
Frustration is as fleeting, and disappointing, as desire.
Even Peter's overwhelming sense of desolation succumbs to disillusionment. Each event in Twilight of the Ice Nymphs is shadowed by the ghost of all the things that did not happen. That's why the film does not take place in the fullness of a living present. Things are always in process of fading away, and saying their farewells.