After Luffy's notoriety as a wanted man started resounding throughout the world, Luffy, before heading to Grand Line, decided to visit Logue Town in order to see the place where the Pirate King, Roger, had been executed.
As was stated by Nami here, being a wanted man means that, in addition to bounty hunters, the marines will start targeting Luffy.
However, at Logue Town, Smoker had an iron reputation of not letting wanted men leave the island.
Upon their arrival at Logue Town, Luffy rushed ecstatically to examine the place where the Pirate King had been executed, and after reaching the execution stand, he climbed it and became conspicuous to every soul present on the execution square.
Meanwhile, Nami noticed both a change in the air and a drop in the air pressure, which heralded the happening of a rainstorm.
However, while standing on the execution stand, Luffy was ambushed by Kabaji on Buggy's orders, after which the air pressure started dropping abnormally.
While Buggy was announcing Luffy's crimes that had triggered the execution, 'dark clouds' were shown 'moving' elsewhere.
And as Nami was rushing back to the ship, she stated that a storm was 'headed' for Logue Town, and this was indicated by the drop of both air pressure & temperature, and also by the movement of cumulus clouds, which are often precursors of storm clouds such as cumulonimbus clouds(also known as thunderstorm clouds).
There is only one force in nature that moves an entire storm, and that is 'wind'.
As Buggy was engaged in his speech about Luffy's execution, the clouds above him were purely white; however, after a short while, the dark clouds that had been shown moving elsewhere arrived above the execution stand, accompanied by the onomatopoeia of wind*.
*The Japanese onomatopoeia 'ゴオオオオオ'(gooooo) signifies movement of wind. It translates to the English 'whoosh'/'fwhoosh'. Keep this in mind since it will show itself a lot in this theory.
Shortly after that, Buggy swung his sword to decapitate Luffy, but his attack was completed negated and the execution stand demolished by a lightning from the clouds, since his sword had been functioning like a lightning rod.
After Luffy's life was saved and his freedom restored by the lightning, the wind started blowing West, providing Luffy’s escape with the tailwind, & Dragon, the mastermind behind these miraculous activities, emerged leaving the execution square whilst remembering Roger's words and approving of Luffy's desire for piracy.
Both his remembrance of Roger's words & his approval of piracy prove that he heard what Luffy shouted concerning his desire to become the pirate king during his execution moments, and this indicates his presence in the execution square. Since he had been present in the execution square, it should then be unreasonable to expect a father, who exhibits solicitude in respect of what path Luffy ought to follow(piracy in this case), to abandon his son to his demise. However, since Luffy had been in fact rescued miraculously by a storm, Dragon must have been the architect of it. And since it was 'wind' that forcefully brought the storm that saved Luffy's life, wind must then be his ability.
Back at Impel Down, when Iva had thought that Ace had been Dragon's son, he stated allusively that Dragon would appear on the War of the Summit to prevent the execution, indicating the lengths to which Dragon is willing to go in order to save his son.
I believe Dragon had brought the storm originally because of Smoker's reputation, since the arrival of the storm, aside from saving Luffy from the execution by Buggy, soaked the marines' gunpowder & caused the squad in the western harbour to head back to base to resupply, which made the harbour, wherein both the entrance to Logue Town and Luffy's ship were located, completely clear & safe for Luffy to sail off the island.
Subsequently, Smoker rode on his Billower Bike to the entrance (which is also the exit) of Logue Town, awaiting Luffy, and after a short fisticuffs between Smoker and Luffy, Smoker gained the upper hand in battle and held Luffy down, but when he was about to use his Jitte on Luffy, a wind blew and Dragon appeared consecutively, preventing Smoker from attacking Luffy.
This creates another connection between the wind and Dragon.
This also further proves that Dragon cannot stand by and watch without doing anything, abandoning his son to his demise. And since he couldn't stand by and watch Smoker use his jitte on Luffy, he wouldn't then have stood by and watched without doing anything back when Luffy had been on the verge of execution by Buggy. Therefore, what happened to save his son from execution, as mentioned earlier, must have been his doing.
While he was blocking Smoker's attack, a devastating gust blew, carrying marine soldiers all the way from the execution square, leaving destruction in its wake, and liberating Luffy from Smoker's grasp.
This is the fourth time in succession that wind behaves in the strangest ways only in the presence and benefit of Dragon.
We must keep in mind that we have never seen the strength of this gust in any of the storms to which we have been exposed thus far, except at Logue Town.
And as soon as Luffy had been freed by the gust from Smoker's grasp, Dragon raised his hand while verbally giving Luffy his freedom to leave the island in perfect consecution, creating the strong impression that the gust was his doing.
Let's not overlook that his statement about Luffy's desire of becoming the pirate king is another proof demonstrating that he was listening to what Luffy said about becoming pirate king.
Back at Goa kingdom, the wind was blowing strongly the day in which Dragon was ordained to make appearance and the nobles were determined to burn Gray Terminal.
Whenever Dragon is present, there is focus on wind in the storyline.
After the nobles executed their genocidal machinations of incinerating the people of Gray Terminal alive in the evening, and after all hope was lost, a breeze started blowing followed by an enormous windy explosion, leaving behind to the survivors of Gray Terminal a clear path at whose end Dragon was.
And this is another time among the many times that wind acts in the strangest ways in the presence and benefit of Dragon.
On the following day, after saving Sabo from extermination at the murderous hands of the celestial dragons, Dragon returned to his ship while moving air (wind) was gushing out from his body, which strongly indicates a windy, devil-fruit ability.
Keep in mind that if he came back to his ship, it means he hadn't been using his ship to get back to it, which means that he came back to it through other means. And when he landed on his ship, he seemed like he coalesces into his original body from a windy ability, which indicates that he was using it to get there.
This explains the abnormal wind that brought a storm to Logue Town, the wind that started blowing West in order to make Luffy's escape from Smoker very easy, the gust that liberated Luffy from Smoker's clutches, the gusty explosion that created a path for the people Gray Terminal, and his means of traveling lengthy distances without his ship.
These are my thoughts for why Dragon must have the Wind Devil Fruit.
Thank you for reading,
Australopithecus