If you thought that F1 cars produce a lot of weird vortices in ordinary conditions, look at how many they make in a crosswind.
This CGI simulation was done by Sauber and the only reason why I know anything about it is because F1 tech guru Craig Scarborough tweeted about it.
In this case, the vortices represent unwanted drag on the car. For an explanation of why an F1 team might want to generate a vortex, one Jalopnik reader gave a great explainer. Here's a brief excerpt:
Aerospace engineer here. Some vortices are good, some are bad. Generally, vortices off of the wings (especially noticeable off the rear) aren't desirable. A strong tip vortex means a lot of energy is being lost there in drag. It's a good indicator of the pressure differential at the wingtip, but it also means it's creating more drag in the quest for more downforce. In fact, if you look closely in the DRS zones, the vortices will disappear when DRS is active, thus reducing the lift and drag of the wing, and will pop back up when the wing returns to normal.
Read the whole explanation right here. It's fascinating.