Yes winds do blow pollution, especially from a lot of coastal cities. Los Angeles is an exception because of the mountains nearish the coast that essentially disrupt those winds. So most of the year, the smog just accumulates over LA, contributing to its very low quality air. This is despite the fact that LA (and other Western US States) use a cleaner burning blend of gasoline (more expensive as well), has somewhat strict fuel efficiency fuel requirements, and smog checks for vehicles. Other coastal states don’t have the same restrictions yet still have better air quality.