Is this because the wind is usually coming from the Atlantic ocean, so basically all the pollution there is blown towards continental Europe, and there is no polluter to the west of them (only sea)?
In part, yes. Given it is a low emission region, areas of Ireland such as Mace Head typically don't have air quality issues from local sources. The predominant wind direction is blowing in area west->east across the atlantic, which means they're exposed to 'baseline' levels of ozone, which is both produced and destroyed over the ocean as well as in part transported from North America. With regards to particulate matter, the only real downside is that sea salt aerosol is in higher abundance there.
That would make sense but I would also wager that the wind blowing over the water acts as a bit of a filter. As wind contacts the water, some of the pollutants would be absorbed by the ocean and taken out of the air cleaning it. Just a theory.
I don't think that's a major factor, the wind is mostly high above the water. Being far from polluting sources is the key for Ireland. Specifically, their western coast gets fresh air from thousands of miles of ocean, though admittedly there's a little bit of shipping and boating there. Compare to here on East Coast US, the wind comes from the continent, any fire out west/northwest leads to smog and haze here.