I actually never knew Adelaide was considered a 'windy city' by world standards - having lived here all my life, to me this is just normal. Makes Adelaide seem a lot colder in winter than what it really is.
Inland places get cold or hot because oceans mitigate temperatures - water heats up and cools down more slowly than land. Hence a biting cold night won't cool down the sea too much, and a boiling hot day won't warm it up so much. The solid ground in an inland area is another story.
In Reykjavik (capital of Iceland), a typical winter minimum is -3 degrees Celsius, as it's surrounded by the Atlantic Ocean. In Yakutsk in Russia, which is more southerly than Reykjavik but far from the sea, a typical winter minimum is -41 degrees Celsius. Minus forty-one. No thanks.