The capital W is conventional - when talking about a place, a language, or a grouping of people, it's grammatically correct to capitalise the inital letter.
"I visited a few of America's major cities, and was especially struck by how many New Yorkers speak English as a second language. "
So it's correct to capitalise "Meanwhile, Western countries might [...]" but not "There's a brisk westerly wind coming in over the sea".