Are non-wetted objects subject to wind chill effects?

The first answer is wrong: Wind chill affects anything that has a temperature different from the air. That can be our body or our car's engine. For example, my little aircraft air-cooled engine runs warmer on the ground at idle, than in flight at cruise speed. That is because when it the air, the apparent wind cools down the engine.

The second answer is correct to that point. But there is a slight mistake about the reason we sweat.

Water, like any other matter, has four states; solid, liquid, gas and plasma. Like anything else, it takes or releases latent heat energy when going from one to the other state. When water goes from solid to liquid (melting) or from liquid to gas (evaporating) it takes heat energy. When going from gas to liquid (condensating) or liquid to solid (freezing) it gives away heat energy.

The latter is the reason we get bad weather because as rising moist air meets dew point temperature, it condenses into clouds. But that condensation releases heat energy that keeps the air buoyant and rising, thus lowering even more the atmospheric pressure.

The so-called wet adiabatic lapse rate is 0.5 C per 100 meter and the dry one, 0.98 C per 100 meters, also - twice as much!

Inanimate objects (cars, houses, etc) are not affected by wind chills.

Wind chill acts upon all objects which create heat internally. Heat is vented to the air and the wind takes it away. Water holds a lot of heat energy without increasing temperature by much, so it can absorb heat from a warm object and then go away when the wind pulls it or it evaporates. This is why humans sweat when they are hot. The salty water absorbs body heat and evaporates.
Without water, objects still have wind chill, but it's not as noticeable.