I'm not an expert, although I do love sprouts. I think there can be various causes. It could be the variety itself - I have tried several times to grow purple sprouts but they always 'blow', and other varieties have that tendency when I grow them here.
The main reason quoted is that they need very firm soil, although others say it doesn't matter. I would suggest that it would be worth your while firming the soil by trampling when you plant out your sprouts, then because you are on a windy site, stake them all individually. This will stop them waving around and loosening the soil and their roots as they do so.
You can still eat blown sprouts, in fact some of the catalogues are selling something this year which has been specially bred but to me looks just like a blown sprout
Maybe someone else will have a definitive cause.