ACR LGT PIC REQUESTS A RWY CHANGE AT MKE WHEN THE RPTED WIND IS GUSTY FROM 200 DEGS AND CREATING A XWIND LNDG SIT FOR RWY 25. TFC DELAY EXPECTED OF 20 MINS AND HOLDING INCURRED FOR RWY 19.

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ARR MKE; AFTER RECEIVING ATIS AND AWOS AT MKE. IT WAS RPTING WINDS 200 DEGS AT 16 KTS WITH GUSTS; LNDG RWY 25L. WHEN WE CHKED IN WITH MKE APCH CTL WE REQUESTED TO LAND INTO WIND ON RWY 19R. WE WERE TOLD THERE WOULD BE A 10 MIN WAIT FOR LNDG INTO WIND. TIME WAS XX55 PM LCL EXPECT FURTHER CLRNC TIME XY15 PM LCL. WE HELD OVER THE RWY 19R LOC OM (YANKS) FOR 20 MINS; BEFORE RECEIVING LNDG CLRNC. AFTER WE REQUESTED RWY 19R OTHER ACFT BEGAN REQUESTING RWY 19R ALSO. SEVERAL ACFT CHKING IN ASKED 'WHAT IS GOING ON IN MKE WITH ACFT HOLDING?' WE SENSED EMBARRASSMENT ON THE PART OF MKE BY THEIR RESPONSE. THEN WE HEARD AN ATC VOICE CHANGE -- WE THINK XY00 PM LCL WAS THE END OF THE SHIFT (CHANGE). ALL ACFT WERE THEN VECTORED TO THE NEW RWY FOR ARR RWY 19R. LNDG AT NIGHT WITH A 50 DEG L XWIND WITH GUST ABOVE 16 KTS IS NOT OUR IDEA OF FUN! HUMAN FACTORS: LET US USE THE TOOLS AND EQUIP. WE DO HAVE TO KEEP FROM CAUSING A POSSIBLE SIT LEADING TO AN ACCIDENT. WE DO NOT HAVE AN EFFECTIVE; COM RELATIONSHIP WITH MKE ATC. THIS HAPPENS ON A CONTINUAL BASIS. BOTTOM LINE -- LAND AND TKOF INTO THE WIND.