Fluid retention on Winstrol is way down. This is needed to achieve that dry look that competitors desire on stage. Not everyone reports joint pain while cycling Winstrol but it is likely due to the lack of "lubrication" in the joint. Once it is cycled off and fluid makes its way back into retention, joint pain caused by dryness should subside.
I notice that I have more joint pain when I'm taking adex or letro along with my gear, they pretty much get you rid of any water retention almost completely, while if I was taking that same gear and replacing adex or letro with winny I'd still be holding some water. I haven't had any problems with joints while running winny, but once again everyone's different. But to be on the safe side try to be careful and don't go too crazy with the weights because your joints do get drier to some extent and are more volnurable to injuries.