Earlier quoted context omitted.
Probably because it matters where the air was before. Stuff like: north wind is could, south wind is warm, west wind is humid, etc
Doesn't that very much depend on where you are though? E.g., with respect to the equator, major bodies of water and landmasses, mountain ranges, prevailing weather conditions. Also perhaps on seasons. I can understand that it might be just an ancient tradition originating from a particular part of the world, that we've turned into a convention, but it loses meaning when you go elsewhere.
If you go to Cape Town, a "north wind" presumably doesn't mean cold, because the area north of the city isn't colder than the city itself. This didn't matter to the people who first said "north wind" and I don't think it means much nowadays either. Just another little thing to watch out for in intercultural communication.