In general, I've talked to roofers that have used felt and not used felt. I live in SE PA so our winters are, well, we have 4 very distinct seasons too.
Anyways, felt is used for 2 main reasons. 1) To keep water out of the house when the shingles are being installed (because it could start raining while the install is taking place), and 2) to keep the weather out of the house should the shingles, themselves, get blown off. Now, the question is, if your shingles get blown off, will water get into the house?
I'd suspect the answer is yes. Let's assume that just the shingles on the over-hang get blown off. With that, the chances are good that the wind will 'lift' more shingles, and if it's raining, the rain will get blown underneath the felt that's over the REST of the house. You can take this to your contractor as your 'concern'. THe trouble is, if he talks you out of it, will he fix the roof and replace your 'personal belongings' that get wet from whatever moisture gets into the house? I doubt it.
As an aside, tell him you haven't lost confidence in him. It's just that you know that shingles are prone to being blown off in Wisconsin (if that's true), and that you don't want him responsible for any damage. You're really protecting him. If that part of the roof is well-protected from wind, then that should help you decide. If that part of the roof is downwind, that too, should help you decide. There isn't anything that prevents you from asking 2 or 3 roofers what their take is on your situation. At least you'll be giving him informed reasons.
My best to ya and hope this helps.
Jay J -Moderator
PS: I would have put the felt on from the get-go ...