Jacks down should be a bit more stable; typically they would have a slightly wider footprint than the wheels, and for sure less suspension motion. As long as the tires are still on the ground, I can't think of any possible reason why it would not be any less stable with jacks down.
If the winds are particularly high, you're much better off to be aligned with the winds than perpendicular to them. An RV is perfectly capable of withstanding 60+ mph winds head on without any difficulty, as you demonstrate every time you drive down the highway.