It's not windwall alone that makes Yasuo no fun to play against as a projectile-user.
It's the fact that he can dodge all your skillshots really easily with his no-cooldown dash, then if you do manage to hit him he still has his shield, and finally if you try to use a big projectile (e.g. your ultimate) he can block it with his windwall.
He basically has three defensive moves that are extremely affective against mages. In order to actually deal any real damage to him, you have to a) pop his shield with an autoattack b) bait his windwall c) catch him outside of your minions or somehow manage to predict him well enough to hit him at the end of his dash.
Compare that to a normal champion where you just have to hit your spells.
Add the fact that he's manaless, AD, and quite good at push/farming, so you also have the added problem of most likely needing to use a lot of spells/mana to deal with the minion wave as well.
Finally, he (usually) picks Warlord's Bloodlist, allowing him to heal back some of that hard-won damage fairly easily.