In the poem "The Wind" by James Stephens, the author draws our attention to the destructive qualities of wind. He shows how wind can seem to act in mischievous ways, disturbing law and order and the arrangement of things. It may be that the poet, James Stephens, was feeling bullish in his own right that day and was in ebullient mood. Poetry and poets draw deeply from their moods,emotions and environments. he may have been sparked to write the poem from an observation of a particularly stormy day, a gale or the oncoming of Fall. "whistled on his fingers" also evokes a feeling of a cold winter wind however. "Withered leaves" evokes a feeling of dead and defenceless weakness unable to retaliate.
Concerning "The Wind," by James Stevens, unless one has some direct evidence from within the poem or direct, external evidence (the author's own statements, a relative's statements, knowledge of the historical circumstances the poem was written under), one can't really speculate as to why a certain poem was written. And I'm afraid I don't have any external evidence for you, and there isn't any internal evidence in the poem.
I can tell you that Stevens often personified natural forces. He presented nature as something humans were at the mercy of, something humans could not control. And nature differs from humans in that humans can feel mercy, but nature cannot. Nature is merciless to Stevens, and "The Wind" reflects this.