Let's say you're flying a race drone in windy conditions. you're aiming for a gate that you're going to fly straight through when a large gust of wind hits. You now have to compensate for that wind to correct your trajectory, and that can take a LOT of thrust depending on how large the gust was and how fast you need to correct the trajectory.
It's possible for the maneuver to require so much sideways thrust that you will bleed some altitude and start to fall to the ground (granted on a racing drone this is probably measured in centimeters for most maneuvers, but you get the idea)
Racing drones usually have a thrust:weight ratio of 8:1 or so, but the large Mavik Pro has a thrust:weight of 2.5:1, and their smaller Spark a ratio of ~2:1. You need a minimum TWR of about 2:1 to be flyable.
If the Mavic Mini has a similar TWR as the spark, then it's very unlikely you'll be able to fly it in any sort of windy conditions.