The object is still before Pyro Solver and the only force to drive pyro smoke is the Wind in the setup. However there's no velocity field generated out of it as shown in the screen shot. Why?

I've simplified my project file and add as an attachment.

Please help me out of here. Thank you.

it's because the wind in Shape tab is just a fake wind doing advection step based on the "wind" settings, it doesn't contribute to vel
one can argue that this creates better behavior as it's avoiding smearing of the vel and preserving vorticles and angular momentum better
however because it's not contributing to vel it's not easy to use such sim for particle advection, upressing and can even cause issues with motion blur, I personally try to avoid using it

Thanks a lot for clearing that up, Tamte. Much appreciated.

This issues took me hours to narrow down to the 'wind' and I also attempted to find out what's said about it in their official documentation but unfortunately to no avail.