This is an excerpt from Harbinger, published in 1846 on the working conditions of mills in Lowell, MA and Manchester, NH:
The atmosphere of such a room cannot of course be pure; on the contrary it is charged with cotton filaments and dust, which, we were told, are very injurious to the lungs. On entering the room, although the day was warm, we remarked that the windows were down. We asked the reason, and a young woman answered very naively, and without seeming to be in the least aware that this privation of fresh air was anything else than perfectly natural, that "when the wind blew, the threads did not work well." After we had been in the room for fifteen or twenty minutes, we found ourselves, as did the persons who accompanied us, in quite a perspiration, produced by a certain moisture which we observed in the air, as well as by the heat. . . .
The author implies that the young woman's answer is wrong and naive, and it does seem unlikely that the wind would disrupt the operation of heavy machinery. So why did mill owners keep their windows closed when doing so hurt workers' health? My guess would be that the owners did this to avoid inspections.