I found what caused the issue. CloudDeploy doesn't pass some options, since I had a few I had to iterate each-by-each.
It is tricky but PlotTheme cannot be pass and also any PlotLegend cannot be applied. At least in my approach.
So after removing these options the code was fine.
So, at the end the below code was ok to deploy to the cloud:
DateListPlot[{WeatherData[{#Latitude, #Longitude},
"MaxWindSpeed", {{1990}, {2015}, "Month"}],
WeatherData[{#Latitude, #Longitude},
"MaxWindSpeed", {{1990}, {2015}, "Year"}]}, Joined -> True,
PlotRange -> Automatic, ImageSize -> Large]