Pazuzu, the ancient demon, and is said to possess the dominance and ability to reign over the winds. According to certain manuscripts, Pazuzu is said to control the southern winds. However, the basis of this theory is quite vague, and it is thus assumed to be the winds that originate from the south, whereas in ancient terminology, it has a much denser meaning.
Thus, implied that Vice City is being situated in the south, interlinked to Pazuzu. Sometime in the past, rumors circulated about the presence of the demon king around Hotel Harrison. A bunch of these theories states that Pazuzu from the 1973 hit, The Exorcist, will peek out of the window at dark hours, but this is hard to come across. This theory is largely considered to be false along with the claim that Pazuzu can be sighted above the lodge.
Perhaps, the most feasible theory has to do with hurricane Hermione. It was to strike the city in 1986, yet fortunately failed to approach the city. Peculiarly, in light of mythology, Pazuzu happens to sway away natural calamities, mostly atrocious wind storms, including hurricanes.