March and April are typically the windiest months of the year across the Northern Plains and Upper Midwest. The southern parts of the United States by now have generally warmed to near-summer temperatures while central and northern Canada remains deeply locked in winter weather. As summer weather and winter weather get closer together, storm systems get stronger and create strong air pressure gradients, making it windy.
The other key factor is the melting winter snowpack, which allows the soil to dry out and warm up, producing rising columns of warm air called thermals. Thermals create turbulent eddies which bring down wind energy from higher levels in the atmosphere. This tends to make the winds especially gusty on warm, sunny afternoons. This is why so many of our warm days in spring are also windy days.