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Since he’s half Khaenri'ahn his vision actually hurts him, whenever he uses it, it feels like there's ice in his veins and it burns (the way ice burns not the way fire burns)
Kaeya can't get near a statue of seven without feeling pain mostly in his covered/missing eye
Whenever he's near a statue and he starts thinking of Khanri’ah the wind will pick up and hurt him but if he's thinking of Mondstadt the wind is calm and inviting.
After Crepus died the wind was very harsh on him for a while before it died down again.