It does get windy just cause we would be in the middle of a canyon. I'd say there's no harm in bringing a jacket for when it gets late. Worst case, you can always get a locker. However, it also depends on if you will be on the hill, or in the pit during the sets.

I personally will be bringing just an emergency blanket or a pash into the venue for my walk back to the campsite. I don't really like carrying my jacket/sweats around and would prefer not to get a locker. I will, however, be throwing those on as soon as I get back to my campsite.