How Heavy??
I second the thought by Shawn, it would depend on the age of the bale. It would also depend on what and when it was baled. Straw bales are usually the lightest right after they have been cut and baled. Still they would weigh around 300-400 lbs depending on the size. Logically in order for the strong winds of a thunderstorm (staight line gust or downdraft) to be able to "roll" the bales, it would have to be aligned with the outside wheel part. If the winds blows into either of its flat sides, the bale will just flop over. Also you have to have the proper terrain (uphill, downhill, sidehill, etc.) to enable the winds to roll the bales. Of course, if a F-3 or stronger tornado comes along, the bales doesn't roll, they FLY!! :shock:
P.S. You can ask people how many shopping carts they have seen flying out of a parking lot and being pushed by a strong wind!! I have!! I had a run-in with a shopping cart coming out of a parking lot when I turned in to a grocery store in CO years ago. It dinged the front left fender of my car and I talked to the manager of the store about it. :evil: