Source: Pascal Brackman
It is no coincidence that the windmills are on this spot. The dominant wind direction on the island is from North to South. This has to do with the warm Sahara that pushes the air up here south like a hot oven and causes a low pressure area. And that sucks in the relatively colder air from Eastern Europe and the Black Sea.
Those northerly winds are pushed over the northern flank of Amorgos and then fall over the ridge on which the Chora is built. A perfect place to put those windmills and capture all that kinetic energy.