Modern Wind turbines face the wind because a motor turns them that way for maximum efficiency.
Old Fashioned Windmills were fixed to one direction. In real life obviously wind in any given area mostly comes from a certain direction.
If you take a hand Pinwheel and hold it loosely in a strong wind it will turn away from the wind.
So the game seems to take a mixture of these ideas for the game, as a fixed top Windmill would be less Interesting and really wouldn't work well due to the random nature of wind direction in game.