Any Wind Charge without an owner (or whose owner is not a living entity) will only count as the “direct entity”, and not also the source entity, for the damage it inflicts on impact with another entity. This can occur, for example, via commands, due to the original owner unloading, or from the Wind Charge being redirected mid-flight by another unowned projectile. The inconsistency with (some) other projectiles, along with the fact that the damage command does not have the ability to simulate damage with a direct entity but no source entity, leads me to believe that this is a bug.

Possibly among other things, this means that:

• source_entity/killer in advancements/loot tables will not match any entity. (direct_entity/direct_killer will still work.)
• No knockback will dealt directly from the hit.
  • This can be hard to notice due to the wind explosion also applying “knockback” of its own, though it can be more easily seen by wearing armor with a high level of Blast Protection, or by comparing the knockback from being hit directly above by a command-summoned Wind Charge:

    summon minecraft:wind_charge ~ ~10 ~ {power: [0d, -0.1d, 0d]}
    

    …to the same from a command-summoned Fireball:

    summon minecraft:fireball ~ ~10 ~ {power: [0d, -0.1d, 0d]}
    

    …or a Wind Charge with an owner:

    summon minecraft:wind_charge ~ ~10 ~ {power: [0d, -0.1d, 0d], Owner: [I; 0, 0, 0, 2], Passengers: [{id: "minecraft:vex", UUID: [I; 0, 0, 0, 2], Health: 1f, LifeTicks: 20, NoAI: 1b, DeathTime: 20s}]}
    

• The directional damage tilt for players will not be correctly triggered. (Instead, it'll trigger the broken behavior from MC-259212)
• If the impacted entity is an End Crystal, the Wind Charge will not be credited for any damage dealt/in death messages.
• If the impacted entity is a Ghast Fireball, it will not be redirected.
  • (The same would probably apply to hitting other Wind Charges as well, but Wind Charges don't seem to collide with each other at all.)

(Since they are still set as they direct entity, unowned Wind Charges are still blockable with a shield and will show up in any directly-caused death messages.)

This is inconsistent with arrows (both types), tridents, and fireballs (both types), though it is (mostly) consistent with snowballs, eggs, Ender Pearls, splash potions/area effect clouds (MC-44280), Shulker Bullets, firework rockets, and just about any explosion source in the game (though snowballs, eggs, Ender Pearls, splash potions, firework rockets, and End Crystal/TNT Minecart explosions don't require that their owner be a living entity in order for them to count as the damage source). (Technically, this is also inconsistent with unowned Wither Skulls (direct impact only) and Evoker Fangs, which don't count as the source or direct entity for the magic damage inflicted, though that should probably be a bug report on its own.)