The three dynamically confirmed wind-fed black hole high-mass X-ray binaries (BH-HMXBs) are suggested to all contain a highly spinning black hole (BH). However, based on the theories of efficient angular momentum transport inside the stars, we expect that the first-born BHs in binary systems should have low spins, which is consistent with gravitational-wave observations. As a result, the origin of the high BH spins measured in wind-fed BH-HMXBs remains a mystery. In this paper, we conduct a binary population synthesis study on wind-fed BH-HMXBs at solar metallicity with the use of the newly developed code POSYDON , considering three scenarios for BH accretion: Eddington-limited, moderately super-Eddington, and fully conservative accretion. Taking into account the conditions for accretion-disk formation, we find that regardless of the accretion model, these systems are more likely to have already experienced a phase of Roche-lobe overflow after the BH formation. To account for the extreme BH spins, highly conservative accretion onto BHs is required, when assuming the accreted material carries the specific angular momentum at the innermost stable orbit. Besides, in our simulations we found that the systems with donor stars within the mass range of 10 − 20  M _⊙ are prevalent, posing a challenge in explaining simultaneously all observed properties of the BH-HMXB in our Galaxy, Cygnus X-1, and potentially hinting that the accretion efficiency onto non-degenerate stars, before the formation of the BH, is also more conservative than assumed in our simulations.