I think I lost a neuron reading your comment. You think that the state of New York lost all its wind when they built all the skyscrapers in a comparable small portion of the state?
As for the energy required to make the concrete, steel and glass that made those same buildings, that has increased the amount of wind that New York has to deal with so indirectly - 'yes', in answer to your question.
I think OP means more 'at the hugely massive scale we appear to need' which I don't think is as neuron-murdering a thought experiment as you so unkindly suggest.