I'll reply because no one else has. I don't see any hard ruling that you can go by so it is up to the DM. Personally, I would rule that they were blown back like normal medium sized creatures. Becoming insubstantial in my mind would reduce the weight which would cause the wind to affect them more, but on the other hand, the wind could be passing around and through them so they would catch less of it. To me it is like comparing the effects of wind on a huge ship full of cargo with the sails raised vs a slightly smaller empty ship with the sails lowered. I am sure the wind would affect them differently, but since I am unsure of what the difference would be, I would rule that there was no change.