A very good lesson learned...

Kevin, look, if that is the most serious screw-up you make, consider
yourself lucky. As others have said, we've all been there, me
included.

Actually, I have the opposite problem: I *never* and I mean NEVER catch
the wind on the first go-around of the ATIS. I do not know why; it may
be a mental thing, but try as I might, I usually miss it. Over the
years, I've developed the habit of *always* knowing where the surface
wind is. Think of it this way: If your engine had quit, you very
likely would've done a downwind auto! Not good. So one thing to work
on is a general wind-awareness as you fly. You never know when it may
come in handy.

You've also found out that distractions happen and can derail your
thought process. This particular distraction occurred and did not go
immediately away. In fact, it (the EMS helicopter) continued to be the
focus of your attention as you entered a critical area of flight. Your
brain sort of went on automatic pilot for the landing, which just
happened to be downwind. Oh well. As you pointed out, you didn't make
a smoking hole.

To be a successful helicopter pilot, we must become expert
multi-taskers. And we do. But that's not to say it is an easy,
natural or quick process. Give it time though, and it will come.
Trust me.