Feedback from accreting SMBHs is often identified as the main mechanism responsible for regulating star-formation in AGN host galaxies. However, the relationships between AGN activity, radiation, winds, and star-formation are complex and still far from being understood. We study scaling relations between AGN properties, host galaxy properties and AGN winds. We then evaluate the wind mean impact on the global star-formation history, taking into account the short AGN duty cycle with respect to that of star-formation. We first collect AGN wind observations for 94 AGN with detected massive winds at sub-pc to kpc spatial scales. We then fold AGN wind scaling relations with AGN luminosity functions, to evaluate the average AGN wind mass-loading factor as a function of cosmic time. We find strong correlations between the AGN molecular and ionised wind mass outflow rates and the AGN bolometric luminosity. The power law scaling is steeper for ionised winds (slope 1.29+/-0.38) than for molecular winds (0.76+/-0.06), meaning that the two rates converge at high bolometric luminosities. The molecular gas depletion timescale and the molecular gas fraction of galaxies hosting powerful AGN winds are 3-10 times shorter and smaller than those of main-sequence galaxies with similar SFR, stellar mass and redshift. These findings suggest that, at high AGN bolometric luminosity, the reduced molecular gas fraction may be due to the destruction of molecules by the wind, leading to a larger fraction of gas in the atomic ionised phase. The AGN wind mass-loading factor $η=\dot M_{OF}/SFR$ is systematically higher than that of starburst driven winds. Our analysis shows that AGN winds are, on average, powerful enough to clean galaxies from their molecular gas only in massive systems at z