For me it happens when I am doing stuff. If I have nothing in the cargo hold it seems fairly random and I can have a lot of good wind.

As soon as anything is in my cargo hold (particularly ore) and I am sailing towards a bed the wind becomes regularly a head wind.

I had a beautiful cross wind all the way to my swamp portal shack. Loaded up my boat with ore. I should still have a Cross wind just on the other side.. wind shifts right away to a head wind and anytime I try to tack the wind shifts to prevent it. At one point I was sailing backwards so I can get enough space to tack back towards my base with the wind. It would have been faster just to paddle in a straight line and if the wind shifts in favour put the sails down.

it isn't universal but it does seem to happen more when I have ore.