[whiteandnerdy]

The capital W is conventional - when talking about a place, a language, or a grouping of people, it's grammatically correct to capitalise the inital letter.

"I visited a few of America's major cities, and was especially struck by how many New Yorkers speak English as a second language. "

So it's correct to capitalise "Meanwhile, Western countries might [...]" but not "There's a brisk westerly wind coming in over the sea".

[SahAssar]

Isn't the confusion from the difference between "Western countries" as the group of countries typically within the euro/anglosphere and "western countries" as the countries in the western part of the world? One refers to a named group (and therefore capitalized, one refers to a geographical location).

I would call New Zealand a "Western country", but not a "western country". Chile is a "western country" but probably not a "Western country" (although the map linked seems to sometimes include it).

https://en.wikipedia.org/wiki/Western_world