More dense has more power for same speed.
Put you hand up in the air with 40 knot breeze.
Now put your hand in the water going 40 knots.
You find it much harder to put your hand in the water because it is more dense, not because it is going faster!
Now all you gota think it the more dense (heavy) the air is for the same given speed it will have more power to drive your chosen machine

Cold air sinks because it is heavier
Hot air rises because it is light
When the two meet the cold air has more power and wins the battle
So once again the heavier wind has more power.