I checked on my simulator, just in case, FSrealWX works out the weather correctly in FSX. By METAR wind 10KT direction with 270 wind gusts up to 20 KT, this is what happens.
You either have an incorrectly configured connection (read the instructions and did exactly as it says?) either the action of a third-party addon, or the FSX bug itself. Check if nothing else is controlling the weather? As a last resort, you can clear the FSX settings, but this is really an extreme case, all settings will be reset to default.