I can imagine any umbrella outside is asking for trouble if the wind picks up, even on a heavier stand without a sand bag. of course if it's windy, it can just trash an umbrella anyway. I live where it rains a lot, so an umbrella is something I use quite a lot and seldom get through a whole year with just one, they are supposedly built for the weather but get the wind under them and they bust up pretty easily.
A Nano stand cannot take much weight, especially when the weight is out front like with a softbox, it's possible you could bend the top riser or yes if a breeze comes up, just mess up everything.
I've got some heavier Manfrotto stands and one Avenger that's quite a bit nicer and heavier than all of them but I wanted to try the strobist thing where I might othewise try to get away with no lights by carrying two of the Nano stands, I'd like to improve some of that if possible. If I have to, I'll only use them indoors and keep one heavy stand and sand bag in the trunk of the car all the time.