No worries - I wasn't sure if you thought there was a problem with the skin. So I have the same problem as you, where the Davis console sends loops with the most accurate wind direction, but the archive packets are generalized. I hate it, and (with Tom's help) made this quick extension.
Basically this extension takes the archive rec packet from the console and drops the windDir from it. This allows weewx to generate the windDir from it's software and put it into this archive rec packet. It takes into account if this is a "first run" of weewx where weewx doesn't have loop data yet, so it grabs the generalized wind direction from the console. Useful for a power outage, archive catchups, etc.
Standard disclaimer: This is an unreleased extension, use at your own risk, always have backups.
1. Copy the attached file to your bin/user folder
2. At the bottom of weewx.conf, update your data_services to have this: data_services = user.deleteVantageWindDir.DeleteWindDir,
3. Restart weewx
Good luck!