When a wind blows towards one bank the surface water and so much below it is blown in the same direction. When it hits the bank it turns over and flows in the other direction.
This takes time.
So with a 'new' wind the fish usually face the direction of the wind.
On an 'old' wind they face the direction of the undertow (which is the opposite direction to the wind).
When we regularly fished the Cheshire meres for big bream we almost always fished with a new wind in our faces, and then, if the wind blew in that same direction for more than a few days we would fish with the wind behind us.
Bream and carp are fish that are most affected by wind/undertow direction so it's important to get it right, especially on big waters where the effect of wind and undertow is at its greatest.