Fedding on demand doesn't mean feeding when your baby cries though, it means feeding when you first see baby hunger cues. It certainly could be argued that if you wait until they cry then you're leaving it too late. That being said I am rubbish at reading the cues and normally miss them.
I also think that lots of factors affect the amount of wind babies have i.e. crying, sucking on dummies, fast letdown, bad latch. I also think some babies, like some adults, are just more prone to wind than others.
I've always fed on demand and my DD (21 weeks) has always suffered from terrible wind which wakes her up at night. It doesn't matter how much she is winded before she is put down. When she wakes up you only have to put the tiniest amount of pressure on her tummy to release a stream of farts whch she can't seem to get out herself.
She also has wind during the daytime possibly due to fast letdown. She only nurses for about 5 mins at a time but even after that short period always brings up a load of wind after a feed.
It makes co-sleeping in the traditional sense impossible. If I was to just let her feed when she wanted during the night while I dozed then she would spend half the night screaming because of the accumulation of wind produced by a) feeding lying down instead of as upright as possible and b) not winding after feeds.
I do bring her into bed with me when she wakes the second time (the first time is always because of wind not hunger) but I have to wake when she wakes to feed her so I can wind her afterwards.
It is a particular annoyance of mine when people say that babies don't really get wind and that you shouldn't need to wind a baby. If I followed that advice I would have a very miserable screaming baby.