And how much area does that require? Sure, the countries with a long coast might be able to do it, but others might not be able to as easily. Even if they can do it, electricity and land prices would be more expensive there than elsewhere. I'm not sure how this would work politically, because business would probably just move to the other parts of the EU.
>the Nordics could supply a huge proportion of Europe's power needs with fully developed offshore wind.
The further you have to transport electricity the less efficient it becomes. And when you say "Nordics" here are you talking about just Denmark or do you include Sweden too? Because remember, Norway is not in the EU.
This kind of an energy solution is likely unthinkable politically as well. It would render some nation states vulnerable to others.