A side note about gas fire pits that has not been addressed is that even though they are not burning wood, the flames they emit are genuine. The decorative rocks or logs may be fake but the flame is the real deal. Because of this, the wind is naturally going to affect the manner in which the flame is blowing. A gentle wind should not prove to be problematic but if it starts howling, flame control is key and it may be wise to shut off the propane.
One does not have to imagine the dangers that can arise with an out of control flame. However, you could look into buying a wind guard for your fire pit to assist with this issue.