Many years ago a mechanical engineer gave me a table showing the density of air at various altitudes. Mechanical engineers use this to determine the efficiencies of air compressers at various altitudes. I have long since lost the table. But, I'll bet you can find it in a mechanical engineering handbook.
At one time the Denver(elevation 5,280 feet) building code used the density of air as 85% of that at sea level. I haven't checked lately to see if this is still the case. I once designed a structure at 10,000 feet (Winter Park, Colorado)and I think the density of air is on the order of 70% of that at sea level.
Considering all the guess work that goes into wind design such as wind speed, terrain factors, gust factors, and shape factors, I would be hesitant to take much of a reduction for altitude.