While I have heard that to be the case along much of the eastern seaboard, it is the complete opposite down here in the Keys. A west wind is often a killer to the fishing, while an easterly wind is most preferred.
I believe that down here a west wind generally means that a cold front or other weather system is approaching. The fishing typically improves as the wind swings around the clock and begins to have some east in its direction. Our prevailing wind in the Keys is from some easterly direction - depending on time of year (Fall/Winter ENE-NE, Spring E-ESE, Summer SE). So an easterly wind often means stable conditions, which many flats species prefer.
It's strange the way that conditions impact the fishing from location to location.