I think they are supposed to do just that, breezes, scents, sun temperature.
But it's FAKE. As in Not Real. I would defy any holodeck to recreate the sounds and smells of my favorite places to the extent that I wouldn't be able to tell the difference.
Unless the holodeck is telepathic, it's IMPOSSIBLE.
Tons of instances where people haven't been able to tell the difference. Of course by that logic, replicators shouldn't be able to emulate real food because it's FAKE!
Really though, it's kind of silly to argue the nuances of a fictional technology none of us have experienced. We just have to go with what we see on screen and as Guy points out, everyone else has been fooled a number of times. Paris and Kim even got drunk at Sandrine's off of holographic booze one episode.