In the past, changing nations would wipe your record clean; you'd have to redo the quests each time (even if you were changing
back to a previous nation). This cost me Gustaberg and Sarutabaruta way back when. :<
The update you mentioned changed things so that your OP quest record is saved for each nation you join. Changing to Windurst will not erase your Bastok record, though you will not be able to warp until you either switch back to Bastok or redo the quests in Windurst.
Edit: I should also add that this change was unfortunately not retroactive, so if you switched before the update you're SOL. :/