I'd like to come back to the sticks in the water analogy. The argument put forward was that the sticks are floating in the flowing water and therefore there is no force upon them by the flow of water.
That will be true, once the sticks have accelerated from zero in the direction of water travel, up to the water speed. Force = mass x acceleration. If the sticks accelerate up to the water speed (and they do) there HAS to be a force acting on them, in that direction.
Now, our little airgun pellet is like the stick. Ultimately, if gravity didn't pull it to the ground first, it would travel along in the wind, at the same speed as the air molecules. Much like a dandelion seed. But initially, at the instant the pellet exits the barrel, it has zero speed in the direction of the wind. Take a broadside wind for example as it's easier to imagine. So, if the pellet accelerates sideways from a zero vector to equilibrium with the wind, there has to be a force acting upon it, same as the stick in the water.