More often it's " the wind" in these expressions. The howl of the wind suggests (to me) the sound that dogs make. The wail of the wind suggests (to me) some kind of mourning or lamentation.
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khoffTo me, howling suggests anger and wailing suggests sorrow.Hmm. Yes. I think the use of "howl" is supposed to make the reader feel more afraid than "wail" is. And as for "wuthering", let's not even go there!