Although it could be viewed as a feature request, it's still pertinent to report that while the wind charge entity/projectile is targetable for players to change direction by attacking it, the "Pick Block" function doesn't enable holding a wind charge in your main hand.

Steps to reproduce

1. /summon minecraft:wind_charge

2. Attempt to use the "Pick Block" function on the wind charge.

Observed: No action occurs.
Expected: The game should try to provide you with a wind charge in your hand, if you don't already have one in your inventory while in creative mode.