Yes we knew it was beyond the 10 knot max for landing but they didn't tell us until we were on a close in final inside the final approach fix. I replied with roger with no ID so knowing how bad landing to the west would be by the time the storm and us arrived at the airport at the same time didn't want to deal with the wind shear we would expect with the approaching storm. Having spent an entire career with no incidents, violations or bad reports I guess I felt doing the logical thing was worth the risk of doing something that made sense even if it didn't fulfill our ops procedures exactly.