There has already been some helpful discussion about whether wind walk in D&D 5e also gives the extra effects associated with gaseous form (Just how gaseous is the "gaseous form" of the Wind Walk spell?). I understand the past consensus was that RAW says probably not, but that there is an acceptable basis for house rules to say otherwise.
In my group, we seem to have opted for the interpretation that being in wind walk's gaseous form gives us all the benefits of gaseous form. For example, we've been able to do do things like flow through small cracks in wind walk.
Under my group's interpretation of a wind walk that allows gaseous state benefits, would being a gas also make us more difficult to see, which would grant a stealth bonus? For context, we have a tentative plan to infiltrate a warehouse by slipping through a keyhole in wind walk, so we may need to resolve how easy it is for the guards on the other side to see us come in.