The abduction of Psyche, by William-Adolphe Bouguereau.
Rapture of Psyche by Zephyrus. Allegory of the abduction of the psyche (mind, soul) by the wind.
Zephyrus was one of the four divinities of air, namely that corresponds to west wind, of the Greek mythology. Son of Astreo and Eos, it was considered the mildest and most benign of the winds. According to the myth, he served Eros by abducting Psyché and taking her to his cave.
The wind literally abducts the psyche and leaves it in the hands of love and desire (Eros).
The 'psyché', according to the etymology of the word, is already in itself the 'breath of air'. It is the breath that gives us life, mainly gives us the soul and the understanding.
Thus our soul and our mind, ethereal by themselves, are completely at the mercy of the air.