Agree with the above. I've never lost a fish to a wind knot breaking...but that may just be circumstance to a degree. FWIW, in my experience furled leaders don't seem as prone to these and if you get one in the tippet you've attached to it no big deal, just replace the tippet...better than a whole leader IMO.
I've only had one fish all year break off and that was directly attributable to my own laziness. I was fishing a small warm water stream for sunnies with dries and came to a deep hole at the mouth of the stream. Switched to a small woolly bugger to fish the hole and didn't switch the 5x tippet. Battled a 15-16" Smallie for a minute or so until I got him close enough to try to land him...he made his final run and was gone. Should have been my best Smallie of the year, but I wasn't expecting him there, and didn't swtich up the tippet. Some of the 3x or 10 lb mono I was carrying would have landed him easily. So again, it's circumstances to a degree, but as pcray alluded to, you really never know when the big one will strike.