My grand-dad taught me the same, wind from the east fish bite the least, and I believe it. However, I think that the main point is barometric pressure changes.
Generally speaking, the wind blows from a Westerly direction year-round for the most part. So I see a western wind as a norm.
A Northern wind usually indicates a high pressure system and the fish run deep and tuck tight to structure. High pressure systems are usually blue bird days (clear and bright skies).
Now a southern wind indicates a low pressure system that has clouds/ rain. Fish usually are more aggressive, shallower, and feed during this pressure system.
An Eastern wind is a mix of any pressure system with the exception that it is not normal.
This is just my 2 cents on the topic and there are always exceptions to the rule. Crappaholics know that barometric pressure is a small part of the dozens of situations we, as fisherman, have to evaluate in order to be productive in catching fish. Not to say that this philosophy has helped me catch anymore fish, but I have a scientific explanation to blame when I get skunked!

L