I think that's probably just a limitation of being base layer compression gear. It has to be stretchy and comfortable, and if it had wind-blocking properties it probably would have to be somewhat plasticky.
That is one of the main differences between Knit and Woven fabrics. Knit fabrics tend to have more stretch while woven will be on the stiff side. The construction of the fabric is what helps make it wind/water proof. Knitting (for those that don't know) is basically looping thread together in a pattern. This gives the fabric a bit more "body" and stretch. Add in lycra and/or spandex and you can get some really stretchy fabrics. Woven is a bit more basic and while you can add in lycra or spandex for stretch the fabric is limited by it's construction. You can also treat the fabrics with chemicals to make them more protective from the elements but when you do that you will loose breathability. It's a give or take but new fabrics are developed all the time.
The funny thing is that wool is still the best fabric for keeping warm and wicking sweat away but the idea of performance wool in soccer has never really taken off. Yes there is sportwool and it's excellent stuff but most people think of wool as big scratchy sweaters.
Justin, don't do the net burning thing. Apparently it's a bookable offence.