Pazuzu, the ancient demon, is said to possess the dominance and ability to reign over the winds. According to certain manuscripts, Pazuzu is said to control, specifically the southern winds. However, the basis of this theory is quite vague, it is thus assumed to be the winds that originate from the south, whereas, it has a much denser meaning in ancient terminology. Thus, it is implied that Vice City, being situated in the south is interlinked to Pazuzu. Sometime in the past, rumors circulated about the presence of the demon prince around the Hotel Harrison. A bunch of these theories state that the version of 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 the local hurricane, Hermione. Hurricane Hermione 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 and with the southern winds reference, but this may be unlikely.