1. the wind gets it's power (directly and indirectly) from the sun and we"re just too miniscule to affect that in any meaningful way.
2.on top of that, we return most of the acquired energy back to the atmosphere in the form of heat.
3. and we haven't built anything close to large and extensive enough in one place to create even micro-environmental effects.
we're just too miniscule to matter so it's a problem that might affect the planet in 1000 years when there are trillions(?) of people on earth but not worth worrying too much about now. by then, we might have become the brains of a superorganism or something and then it's time to worry =)