Hmmmm.... I've always been under the impression that the wind shown is "the prevailing wind at the flagstick". Thus, as I move towards the hole, the wind's relative direction changes and moves.
I've recently re-enabled my flagstick animation, and the flag seems to remain moving in the same direction (for the most part) , no matter where I am as I approach and play the green, so this seems to validate my initial impression.
I use Gene's earlier-posted "zoom method" to check out the direction at the pin, and adjust each of my shots accordingly. This may not be the only way to gauge the wind's direction, but to me it seems to be one of the the best ways.