Electricity cannot flow without 2 things: difference in potential, and conducting medium. Air is generally NOT a conductor, but electricity can flow through an ionized path through them, since air is composed of mixture of gases, some which has conducting properties. Nevertheless, this conduction follows the path of least resistance. By having a constant flow of strong winds, you can prevent the path from being formed by constantly distrupting the formation of said path.
Of course, this heavily depends on the distance between and the force of air blown between the two. You can't stop a stun gun electrodes from shocking you by blowing air with your mouth between them, for example.
