We get the same range of conditions (High, Moderate etc) but the actual directions and speeds will vary.
It is true that some players will get advantageous winds in certain situations (headwind on 17 bp for example) and some players do not. That's the luck of the draw.
Keep in mind though that it's really very similar to the PGA Tour. Since players go off the tee from 7am until 2 or 3 in the afternoon, it's likely that the wind (and weather) conditions can change from morning to afternoon. That's usually a big deal during the Open Championship because I believe the winds generally tend to get more vicious from morning to afternoon. Recently the "Tiger Wave" in last year's US Open had to play anywhere from half to a full round in absolute slop while the second wave of players didn't tee off until the next day, when conditions were far far better than the day prior.