Actually it is exponential to wind because as you change the path of the bullet you are changing the distance.
Imagine shooting into a wind so strong you had to aim 45 degrees off line of sight to get your bullet to the target, as you can see, the bullet now has to travel a much longer path and it would in a no wind condition. As the bullet path distance increases, corrections have to get larger and larger for each correction, something you would expect from an exponential (or trigonometric) function.
For small wind values, 20mph or less, obviously a linear approximation is accurate enough. But don't confuse a linear approximation of an exponential for linearity.