Yep, that seems to be a common misconception. If you had a Mini and a Mavic Pro sitting on a table and it got windy, it's intuitively obvious that the Mini will get blown off the table first. However, applying that intuition to what happens in the air is fallacious. Sitting on the table, the resistance to the force of the wind is the friction with the table, which is directly proportional to the weight of the drone. However, when it's in the air flying, the only resistance to wind drag is thrust, i.e. the same two forces that limit top speed. Any drone with a higher thrust-to-drag ratio than the Mini will handle higher winds than the Mini, regardless of weight.