It might just be a Cajun thing.
Basically it says that the winds are spirits who get to roam about the Earth at the start of Lent and then when Easter comes (and the winds die down) they return to heaven to coincide with the resurrection of Jesus.
I think it was coincidence that it gets windy around Lent and the myth popped up in absence of science. Then again, defining meteorology as “science” is a laughable statement.

