correct, but that is not windchill itself due to evaporation, that is simple energy transfer from hot to cold. When the air is moving across a warm surface, the temperature difference between the two (warm engine next to cold air) is greater because the engine is always next to "cold" air molecules. and the greatest rate of energy transfer from hot to cold occurs when the temperature difference is the greatest. so yea, blow on your soup, stirr your coffee, all of those things maximize energy transfer by maximizing temperature difference.
The way in which this is different from wind chill and evaporation is this: after the engine sits all night and becomes the same temperature as the surrounding air, no matter how hard the wind blows, the engine will never be colder than the air temperature (ideally of course). But if you put some volitile liquid on the engine, then it starts to evaporate and the engine now can become colder than the air.
For the same reason, the temperature sensor itself, if perfectly dry, always follows the air temperature regardless of wind speed. Now then, if you quickly move from a hot environment to a cooler one, then the temp sensor (because its mass is not zero) has to cool down (release heat energy into the air) and this is just like cooling off an engine in the wind (except that the temp sensor is smaller... ).