Iberia´s Captain began his career as Spanish Air Force pilot. Actually has 17.000 flying hours in the airline.
Iberia´s Operations Manual is very clear about operating in Bilbao, is absolutelly forbiden to iniciate an approach while south winds components of 15 knots...
That day on runway 12 was windy, from the east-south-east 25 knots gusty 35, but wind changed suddenly to south 70 knots!, nothing to do in that conditions... just fly away to Vitoria.