That's because the mass of the ocean is vastly, almost unimaginably, larger than the mass of the atmosphere. (It's like comparing how much heat your body holds versus how much heat your breath holds.)
On the other hand, the atmosphere can move heat around more quickly than the ocean because its currents ("winds") are much faster than the ocean's. (However, compared to the ocean, the atmosphere compensates a bit for its lack of mass through its velocity, and is a bigger player in climate than you might guess based on its mass alone.)
The ocean is not warmed by wind, it's warmed by direct solar radiation. Sunspot activity has been remarkably low the past few years, much lower than the normal low during an average 11-year sunspot cycle. No one really knows why this has happened just now, but it has happened before in recent history. For example, there was an extended period of low sunspot activity during the Little Ice Age, during roughly 1550 to 1850, during which Europe and North America had considerably harsher winters and cooler summers.
This is actually a decent wiki article on it:
http://en.wikipedia.org/wiki/Little_Ice_AgeFewer sunspots are associated with lower solar output. It's not by much, somewhere between a hundredth and a tenth of a percent difference in total energy output, but it's enough to change Earth's climate rather markedly, because it causes the net energy content of the oceans to fall. Again, remember that it's the heat stored in the oceans that acts as the primary driver of climate.
That's why the total average temperature on Earth leveled off and then slightly declined over the past six or eight years. The effect is larger than the greenhouse effect of rising CO2 levels, and it has masked it.
If sunspot activity stays weak, we will not see as much global warming from greenhouse gases compared to a normal sunspot activity cycle. If sunspot activity grows even weaker, we will see global cooling.
Hurricanes form from concentrations of heat in the surface waters of the tropical Atlantic. If the net heat content of the oceans is a bit lower than normal, we might see a dampening effect on storm formation. The machinery behind this is complex, and it's not possible to make a direct correlation, but all things being equal, less available heat in the ocean tends to mean less available heat for storms. Individual regions may vary considerably from this due to local effects of currents, geography, and other influences.
Climate is immensely complex, dependent upon a deep web of connections and feedback loops that most of us are unaware of. One thing can be stated with certainty. There is no single-variable correlation (i.e., single cause-and-effect relationship) between any of the many climatic influences and the resulting climate state. Those who oversimplify lead us away from answers, not toward them.