Strange behavior

A cold, snowy and windy day today. When I looked outside there was a wren digging through the snow in a birdbath looking for food. The birdbath sits below the thistle feeder (se extra). Every once in a while it would go up to the feeder, move snow and seeds around so they fell into the birdbath and then go back to the birdbath for more food. The only thing I can think is the wind (very strong) made it uncomfortable on the feeder itself. 
We have a couple of inches of snow so far which will help our moisture deficit a bit. Very cold and windy so am glad to be inside.