For me, it's all about the chance to hunt certain special areas that I can't hunt or even access with a west or south wind.
I hunt around the Platte River mostly and it's super curvy. Certain river bottoms I can't get into without a boat if the wind is out of the northwest which is our most common wind in the fall.
I always look forward to days when I can sneak into those places with the wind in my favor.
As for deer behaving differently, about the only thing I've noticed is that a buck will walk on the opposite side of a block of cover or bedding area (compared to a west wind) so he can scent check it for does. It seldom happens here or at least not enough when I have free time to hunt so to me, an east wind is pretty special. There are a couple places where I can set a stand backed up against the river with heavy cover in front of me and the deer tend to walk the river bank on the down wind side. Can't hardly hunt the same places with a west wind.
Weather wise, regardless of what is forecast for snowfall amounts, I always check the wind when it starts to snow. If the wind is out of the west or northwest, 9 times out of 10 around here, we don't get much snow. If it's out of the east, we get hammered. Deer might behave differently for a reason like that alone as far as being active or not but on a clear day with an east wind, no real difference.