Here in Hawaii, the typical wind we feel daily does not really impact the typical dive sites, underwater. The "local" wind is predominantly from the North East; our "trade winds" are pretty much North North East to East North East. The North East sides of the Islands are called the windward sides, and there are almost no popular dive sites on the windward sides of the main Hawaiian Islands.
Hawaii is known for surfing waves, and those waves are produced by storm winds, typically storms over a thousand miles from Hawaii. Winter waves are produced by storms crossing the North Pacific from Russia to Alaska. Summer waves are produced by similar Souther Hemisphere winter storms crossing the South Pacific, way South of the Equator. Hawaii is much closer to the North Pacific storms so our biggest winter waves out of the North are bigger than our biggest summer waves out of the South.
We call the local wind waves, on the windward side, trade wind swell, and the far off storm wind waves, on the North, West and South shores, ground swell. Both swell types churn up the sandy beaches, making shore diving murky. Bigger ground swells even murk up deeper boat dive sites pretty far off shore.
Molokini and Lehua are mostly submerged ancient cinder cones with just a crescent of rock jutting above the surface of the ocean. The open side of each faces North, so I theorize that wave erosion shaped what we see, but there are undoubtably other theories. Neither of these Islands has much sand, so they are beautiful for diving even when there are significant swells.
Molokini is close to Maui, with West Maui and Molokai sort of blocking the winter swells and also sits in the wind shadow of 10,000 ft tall Haleakala, so it is beautiful diving nearly every day of the year. Lehua is significantly farther from Kauai, with no winter swell "blockers" and not really wind sheltered by 5,000 ft tall Waialeale, so the boat ride out is only scheduled ~4 months of the year. Lehua's underwater realm is likely at least as beautiful as Molokini, nearly as often, but divers don't get to go very often in the winter.
The Big Island (Hawaii) is the youngest Hawaiian Island, so it has a mostly igneous rocky shore line with very few sand beaches. That is the reason Hawaii's diving has the best average vis of the main Hawaiian Islands, and average vis goes down as you move older in age of Island, because the older the Island the higher percentage of sandy shoreline. Hawaii is also much better shore diving when big swells are pounding the Islands into their worst vis.
I have left out many details, probably need edits from other posters, and other regions of the world likely work differently.
Here is more reading....
Wind wave - Wikipedia, the free encyclopedia
NWS JetStream - Wind, Swell and Rouge Waves