It does. The Calorius windmill was commercially produced for about a decade, 40 of them were sold. Seventeen of these windmills were still operating in 2012.
It's all in the article. Also your points about the savonius are addressed.
On the contrary, it is cheap, uncomplicated and very efficient in the modern context - by using the electric power to run a reverse cycle AC unit (in most cases, existing) you will get around 10 times the heat that a water brake system might deliver, with lower cost and much higher reliability.
Sunlight has a power of ~2kw/m^2 in visible spectrum (solar panels cannot capture all of this). At a strong breeze (10m/s) wind has a power of ~1kw/m^2 (windmills cannot capture all of this). So the mechanical heat generation would have to be more than twice as efficient to electrical generation to be worthwhile. But the "complications" mentioned are really what kill wind.
You want to capture sunlight: solar panels on the roof. No real obstruction.
You want to capture wind: massive windmills on your roof, need to disable the fan blade if the wind exceeds a certain value. Moving parts wear out.
I am not going to install a 2m radius windmill on my roof. Two 1m radius windmills have 1/2 of the area and are still an eye sore. Four 1/2m radius windmills, 1/4 of the area of the 2m radius blade.
FYI, solar radiation is more like 1050 W/m^2 on earth's surface, of which about 40% is in the visible spectrum.