You're not removing anything, you're just transforming kinetic energy into electrical energy. Energy transforms, everything transforms on earth, as per the laws of physics. When you die, your body doesn't get "removed", it gets transformed into worm food. It's the cycle of matter and energy. "Yeah science Mr. White!"
I doubt human devices that capture wind and water wave energy are enough to negatively impact the climate in a meaningful way, considering how powerful nature is.