I would say acknowledge the weird incident. It could be anything, even what you don't believe rationally. Nobody really knows for sure with this stuff. Just don't dwell on it or start investigating and/or expecting it to happen again. That wouldn't be healthy. It probably was just the wind.
Our dog Bruno is the first "real" pet we've had. We had a betta fish named Richard that lived from 2011-2014. Betta fish are much more interactive as opposed to the standard goldfish, as it's believed that they do actually recognize you. When he died it hit the kids pretty hard. They were small then - 12 and 7. When flushing him down the toilet my son kept crying, and I was trying to comfort him. My father-in-law was there as well, and getting on my nerves as he continuously chastised him for crying. "Just get another one" he would say. While there was no real attachment for me or my wife, I could certainly understand the kid's attachment at that age. They loved the little guy. A few years later we got another betta fish and named it Leo, but he died after only two months. That hit my daughter hard, as she felt responsible for not keeping the tank clean. I think the poor fish got poisoned by the dirty water.
We've had a couple of scares with Bruno. A few months after we got him we were painting the bedroom walls upstairs. We kept him downstairs but I think the fumes still got to him, (even though it was water based paint), as he started acting sluggish and throwing up his food. Then we noticed drops of pee wherever he walked, and then ultimately his hind legs gave out and he tried dragging himself. It was quite the disturbing sight. I grabbed him and we went straight to the vet where they gave him a shot. He was fine the next day. That same year there was another incident where he ran out of the house and down the street. We were always careful when opening the front door, but that day he slipped by all of us and ran. My son chased after him but couldn't catch him. I was at the front door and as soon as I saw him run into the street I said to myself "oh no Bruno's going to die today". I was full of fear. Luckily somebody else walking on the opposite sidewalk managed to block him and my son caught up to him and grabbed him.
Now there's no problem even if he runs out, he just stays on the front porch. He's way more disciplined and won't run wildly into the street, but still we try to prevent him from running out.