It may have to do with the lack of data over the ocean which models base their grid forecasts off of. I'm not a modeler but it's just a thought because I forecast wind gusts out of the west quite frequently for other airports all over the CONUS and they verify more often than not. For the stations I forecast for in CA it's not often I have to forecast gusty westerly winds unless it's in the Bay Area which come to think of it doesn't always verify, but that may be because of what I said above, or simply because of topographical influences (which I'm leaning more towards). For SoCal, any gusts I forecast for are usually (almost always) Santa Ana related but those aren't westerly.