This is a good insight, and it took me a few episodes of watching the show to really understand it. I'm so used to being beaten over the head by things that I didn't know what to do when a show stood back and let events speak for themselves. I can't think of anything that rivals Windy Tales' level of understatement. The only other show that I can think of that sometimes approaches it is Cowboy Bebop, and even that isn't really doing the same thing.
It makes the episodes feel a lot more organic, and it ultimately makes the show more rewarding for me.
People, for some reason, insist on comparing Windy Tales to Studio Ghibli even though it doesn't resemble anything that that studio has put out. However, in one sense, they're on to something as I'll explain below.
In terms of understated storytelling in the field of anime the director that springs to mind is the famed Ghibli director Isao Takahata. His TV shows
Anne of Green Gables and
Marco are both notable for their organic approach to depicting events in a character's life. Now, what
Windy Tale's has that's notably different from those works is that spark of magic and whimsy that underlies the whole show, a feature which is a lot more common in Miyazaki's works. As such, I think the Hayo Miyazaki work which is most similar to
Windy Tales is the movie he made that was most influenced by Takahata -
Kiki's Delivery Service. Despite the obviously magical premise of that movie the tale itself is far more grounded and 'ordinary' than the kind of thing that Miyazaki likes to deliver.