I live in Cape Town, close to where that video was shot. That wind is a Cape Town feature. It gets called the Cape Doctor because it blows all the pollution out to sea and keeps the air clean. It's more usually just called the Southeaster (because, yeah, direction), and only blows in Summer.
It's a huge pain in the butt as a resident because it makes opening gates/doors very tricky while it's shrieking around the house, and my street is perfectly aligned to function like a wind tunnel. I'm moving soon, and I won't miss it.
A rather interesting fact about this year's Cape Town Cycle Race is that it was due to be shortened due to residents of an informal settlement blocking the route with rubble as a protest against poor living conditions. Thanks to the wind, their protest got sidelined.