The fact that you only smell it when the wind blows makes me think there is something in the wall such as rot & the wind is forcing it through. Most houses are quite porous and let a lot of air through. Water intrusion could only be enough to keep the rot going, but not enough to show up as leaks inside.

I had a carpenter ant nest near my side entrance last year & a there was a smell that resembled a sweet, rotting smell. The smell went away when I got rid of the ants. And that took a bit of effort. I've also had dead birds in a wall, but the smell went away in a month or so.

I suspect the only way to solve the mystery is to open up the wall and see what is going on. I would start by taking off the drywall to studs at the window ends and checking it out. The window may have to be removed to fix the problem. The window should be caulked on the exterior except along the bottom to allow water to get out. Proper flashing can only be seen with the window removed.

Usually brick veneer walls have brick, an airspace then felt & sheathing on studs. What you describes might allow for moisture to be drawn into the sheathing & studs.