It's because the kinetic energy is half the mass multiplied by the velocity squared. Since the density of the atmosphere is a hundredth that of Earth, then the kinetic energy is the same as that for a wind a tenth of the velocity.
Sort of like - if someone is throwing five pin bowling balls at you, at say 20 miles per hour, and lots of them, say 10 a minute, you'd notice it. If they throw the same number of ping pong balls at you at the same speed, you'd hardly notice. It would be roughly equivalent to throwing the five pin bowling balls at you at a much slower speed.
In fact, a ping pong ball at 2.7 grams and 20 km per hour has same kinetic energy as a five pin bowling ball at 1.644 kilograms and 20*sqrt(2.7/1644) or 0.81 km / hour. That's very slow, would be hard to actually throw it much distance at all at that speed. It's more like, if they are holding it in their hand and swing it gently back and forth and accidentally hit you with it as they do so. If they do that, then you'd feel roughly the same impact as you'd feel from a ping pong ball thrown at you as fast as they can throw it.
Well it's like that. We don't have much experience of being hit by very light things at 160 km / hour which is why I am using these everyday examples of much heavier things thrown at slower speeds.