Depends on how strong the wind and whether there are waves and what size. For instance, I was out on the downwind side of the lake a couple days ago. Light wind, but the long fetch provided some 1' waves. I didn't do any leaning into the wind, but let the boat rock under me with each passing wave.
OTOH, I have been hit with wind gusts strong enough to stop me against current - which required leaning away from current and into the wind. Same thing without current if the gust is strong enough.
I can't think of any time I purposely lean away from wind other than executing a turn. If I'm solo in a big lightly loaded tandem, I am definitely not leaning away from a strong wind.