I've done a fair bit of podcast recording using a headset that has a small integrated foam windscreen over the mic. I never thought much about it, until we recently purchased some wireless headsets that do not have windscreens over the mic -- and I could swear I've heard a lot more breathing noises on calls as a result.
So, I bought these aftermarket foam windscreens to put over the mic boom on the headset:
I received it, installed it, and did a little on and off testing while breathing directly on on the mic in exaggerated fashion using the loopback skype call service.
It indeed does make a big difference; without the windscreen the breath noises are very loud and peak-y. With the windscreen, you can still hear the breathing, but it goes from "loud shrill uncomfortable white noise" to "oh, someone is breathing".
Given my positive test results, I am wondering why any microphone would ship without a windscreen. It's just an inexpensive piece of foam that seems very effective in my (limited) testing, so is there any downside I'm not understanding that would cause manufacturers to skip adding a windscreen to their microphones?