I think the lines about the windmills in La de da de da de da de da de day oh is similar to its corresponding lines in the first two verses, "Where did all the good times go" is self explanatory, "Where did all the bad times roll" sound as if you are wondering where the bad times came from, and "when did all the windmills start to turn so slow" is like a metaphor about how the wind has stopped, like the good times stopping.  At least that's my take on that line. You said it just fits but I think it actually makes sense.
they way i heard it, it could actually mean 2 things. it could mean the windmills were previously going fast and they recently started going slow. or it could mean that they were previously not moving, and they recently started turning (slow). i can also tell you that as i was writing the choruses, thinking of various swap lines for "where did all the good times go" .. my brain kept feeding me "when" .. as in La de da de "when did all the ? ? ?" but nothing seemed to fit. the windmill line was a perfect solution for this because it allows me to use "when", but because the line starts a little earlier it also allows me to land on "wind" at the same time that "when" would have been if the line were the normal length