I'm not certain exactly what mechanical weathering is but I assume it is stuff like rocks cracking due to ice expansion and rocks slowly being grinded down to dust by water currents, plant roots and grazing animals such as goats.
Weatering probably occurs faster in hot, wet climates since heat is an important factor in making chemical reactions occur (and the speed of the reactions), and water is a phenomenal solvent and chemical reactant which would also facilitate chemical reactions. Thus, it would be logical that hot, wet climates weather stuff faster than cool and dry climates, assuming all other parameters are the same.
I would guess that excessive weathering breaks down rocks and solid materials to smaller and smaller fragments it will eventually become soil/dirt.
Settlers on the great plains probably cared/knew little of soil erosion so when they settled there their farm animals and their farming techniques tore into the environment uprooting stuff that kept the dust mostly ground bound, maybe creating more dust by grinding down rocks with cows and their hooves.
