That's because wind is an effect, not a cause of El Nino. The wind only develops after a pressure gradient builds up across the equatorial Pacific (what is measured by the SOI is a pressure differential). Wind then follows the pressure gradient blowing from high pressure to low pressure. The challenge is that the winds may not show much lag and so many think that winds are a cause. The actual cause is much more likely tidal forces acting on the subsurface thermocline. This is the hypothesis of a few ex-NASA-JPL scientists, a group at Ohio State, and myself with a published model from a few years ago. Cheers.