Theoretical population number studies of binaries with at least one black hole (BH) component are obviously depending on whether or not BHs receive a (natal) kick during their formation. Several observational facts seem to indicate that indeed BHs receive a kick during their formation. In the present paper we discuss additional evidence. The progenitors of wind fed high mass X-ray binaries (HMXB) with a BH component (BH HMXB) are WR+OB binaries where the Wolf-Rayet (WR) star will finally collapse and form the BH. Starting from the observed population of WR+OB binaries in the Solar Neighborhood we predict the population of wind fed BH HMXBs as a function of the BH-natal kick. The simulations reveal that when WR stars collapse into a BH with zero or low kick, we would expect 100 or more wind fed BH HMXBs in the Solar Neighborhood whereas only one is observed (Cyg X-1). We consider this as evidence that either WR components in binaries end their life as a neutron star or that they collapse into BHs both accompanied by a supernova explosion imparting significant (natal) kicks.