I came up with the simple explanation.
And that is why you feel a headwind on the bike.
If the air is completely still and you are moving 30km/h through it - the amount of air hitting you is exactly what it would be if you were standing around in a 30km/h wind!
So really, next time you feel the headwind where you don't think it should be, just remember it's your reward for going so darn fast. Congrats!