I guess it depends what you call long range. I use a VX3 4.5 x 14 x 40 with a cds turret. Thats on top of my 7mm08 and Ive shot deer and Thar out to 600 yds with it often.For me if its blowing a gale I wouldnt take the shot anyway. A 10- 15 kph side wind at 500 yds wont make a huge difference to my bullet drift anyway so I personally wouldnt worry about it. Id compensate by aiming 10cm or so to the left or right.
This stag I shot at 396 yds with Steve 338 's 7mm08 , Same scope in a reasonable crosswind.Instead of aiming at the shoulder crease it was mid gut and it dropped him stone dead.
Roar 2008 - YouTube
If your shooting well past 500 yds do it. Otherwise I wouldnt bother.