In some cases, the sea breeze can actually be easterly, south easterly or south south easterly.
Lot of variables like temperature, prevailing winds , prevailing synoptic situation and even the local terrain can affect the way the sea breeze forms.
The question mentions afternoon, but sea breeze's can form mid morning and run until early evening. Then the reverse happens with a land breeze forming.
Melbourne is a classic example, YMMB has a sea breeze form earlier than say YMEN. Likewise nothing unusual at YMML using runway 34 for departures and arrivals, due to a northerly wind, yet YMEN is using runway 17 for arrivals and departures due to the sea breeze. Nothing unusual about arriving into YMML with a strong northerly flow, but a southerly flow at ground level.