An air pocket in front of the capsule is exactly what's wanted for maximum effectiveness with minimum effect on sound quality.
[
Edited two months later to add: Uh-oh, I see now that what I wrote here was potentially quite misleading, mainly because of the "in front of" part.
This goes back to the two rather separate problems of shielding a directional capsule from "popping" (from close-up vocal sources at whom the mike is specifically aimed) vs. wind (which can be much stronger and create a much more complex array of forces on all sides of the capsule). The optimal solution for the one problem is NOT generally the optimal solution to the other.
For windscreens for directional capsules, the volume of still air around the capsule must include the sides of the capsule just as much as the front. Thus windscreens used by professionals tend to be quite a bit larger, enclosing the entire microphone.
Small, teardrop-shaped foam popscreens with hollow interiors (Schoeps B 5 D) definitely affect the sound quality less than comparable-sized solid popscreens. But they're designed primarily for close-miking vocals, in situations where some wind may be present but isn't as great a concern. Using them for wind protection with more distant miking is a huge gamble. You can reduce your risk somewhat by using a larger, hollow foam windscreen (Schoeps W 5 D). But again, these small constructions are effective only in mild to ~moderate wind as in a partial enclosure outdoors -- see for example
https://www.youtube.com/watch?v=BnS8n0l6fuo . For "fully exposed" outdoor recording, often you really don't know what might come up, so to avoid ruined takes, you go for larger constructions and less regularly-shaped exterior surfaces--which unfortunately can become quite elaborate and expensive.
The directional pattern of the capsule/microphone gets into the equation as well. People who use capsules with patterns more toward the "omni" end of the spectrum are in safer territory to begin with, by as much as 10-15 dB or more; the membrane has higher physical tension, and in a pure pressure transducer the only opening to the membrane is generally at the front of the capsule, or at any rate along only one surface.]