I have heard that's a myth, and it's really just that the North Atlantic is big and the prevailing winds go east.
I haven't done the deep research to confirm that, so just take this a me spreading a rumor.
Well that would be a turn up for the books because one of the often mentioned bad consequences of global warming is a loss of the North Atlantic Drift (gulf stream) from Europe and us ending up with a climate similar to what the same latitude of Canada has.