This is a great question and I imagine it at least partly stems from the fact that Mars is famous for its dust storms. Wind is a phenomenon that occurs when a planet has an atmosphere. As hot air rises from the surface of the planet, a region of lower air pressure relative to its surroundings is left behind. Nearby air flows in this region since fluids move from regions of higher pressure to lower pressure. What happened to the original pocket of hot air that rose? As it moves away from the surface of the planet, it cools, and eventually will sink in another location.