True, windchill affects anything with an internal heat source. So, if the car is standing still in cold weather, it would lose more heat in a wind than if there was no wind.
However, when you are driving there is no difference, since your speed is nearly always faster than the wind.
The term winchill used by weather stations more refers to the evaporation from your skin caused by the warm envelope being constantly blown away by the wind. I have walked outside at 0 degrees on a windstill sunny day with low humidity and felt OK.