I think because the RX is a SUV with higher ground clearance, center of gravity and larger profile, the vehicle will tend to get blown around more than a smaller low profile car. :o
Also I think tires (and suspension) have a lot to do with the way the RX handles in the curves and from cross winds. I had Michelin Cross Terrains installed almost a year ago and they're a big difference from the original Goodyear tires. It's much more stable and corners very well. Money well spent. Other than that, your car is not much different than any other SUV or RX when it comes to handling in the wind.