Check out this article on CNN where the CIA developed a robotic dragonfly that could carry a mike. . .

CNN

I think the problem wasn't that they didn't know how insects deal with breezes, it's that insects are smart enough not to even try to fight breezes. Apparently, when you get to the size of your average insect or smaller, air no longer has properties as we think of them. When you're that small, moving through the air is more like moving through water; it doesn't take much effort to 'float', but deciding your direction is dependant a lot on where the water is taking you. Only the big fish can swim upstream.

That said, I'm sure by 2060 they'll have smaller sources of locomotion which will give drones the brute force to go where they please, and more research done in regards to mico gas dynamics (I'm not sure if that's the right terminology). As it stands, we really don't know a whole lot on how air works on such a tiny scale because it's tough to accurately test and there are few applications for it.

I remember reading about how they determined how flies/bees/etc managed to fly. In some ways it is closer to swimming. At the scale of a fruit fly, it is similar to traveling through mineral oil.

PopSci's take on it

"Robofly"

Here's another interesting CNN article about guns that shoot at right angles and a Laser system to destroy incoming rockets . . . the latter kinda reminds me of the Artemis IV system from Battletech.

CNN also