We present a statistical analysis of the properties of the obscuring material around active galactic nuclei (AGN). This study represents the first of its kind for an ultra-hard X-ray (14-195 keV; Swift/BAT), volume-limited (DL < 40 Mpc) sample of 24 Seyfert (Sy) galaxies (BCS40 sample) using high angular resolution infrared data and various torus models: smooth, clumpy, and two-phase torus models and clumpy disc+wind models. We find that torus models (i.e. without including the polar dusty wind component) and disc+wind models provide the best fits for a comparable number of galaxies, 8 out of 24 (33.3%) and 9 out of 24 (37.5%), respectively. We find that the best-fit models depend on the hydrogen column density (NHX−ray), which is related to the X-ray (unobscured or obscured) and optical (Sy1/Sy2) classification. In particular, smooth, clumpy, and two-phase torus models are best at reproducing the infrared (IR) emission of AGN with relatively high hydrogen column density (median value of log (NHX−ray cm−2) = 23.5 ± 0.8; i.e. Sy2). However, clumpy disc+wind models provide the best fits to the nuclear IR spectral energy distributions (SEDs) of Sy1/1.8/1.9 (median value of log (NHX−ray cm−2) = 21.0 ± 1.0) - specifically, in the near-infrared (NIR) range. The success of the disc+wind models in fitting the NIR emission of Sy1 galaxies is due to the combination of adding large graphite grains to the dust composition and self-obscuration effects caused by the wind at intermediate inclinations. In general, we find that the Seyfert galaxies having unfavourable (favourable) conditions, namely, nuclear hydrogen column density and Eddington ratio, for launching IR dusty polar outflows are best-fitted with smooth, clumpy, and two-phase torus (disc+wind) models, confirming the predictions from simulations. Therefore, our results indicate that the nature of the inner dusty structure in AGN depends on the intrinsic AGN properties.