Giant constructions will have a lot of wear and tear under varying gravity. On top of that, high winds and frequent storms are likely to weather geographical features a lot, making them more flat. In a fantasy world, you can just magic things away, so that’s fine :)
I don’t know about you, but I would find constant high winds fairly terrifying for air travel. Perhaps they are high enough to permit wheeled sailboats on land? That would be creative!