In an ideal frictionless encounter between air particle and turbine blade, the particle loses some kinetic energy and the blade gains the same kinetic energy.

In an ideal frictionless encounter between air particle and turbine blade, the particle loses some kinetic energy and the blade gains the same kinetic energy. In a real encounter with friction, some of the KE is lost to heat. The initial source of the particle's KE was heat from the Sun causing weather. So the net energy is constant, the local temperature is higher because the blade has heated up at the cost of the air particle's motion, but overall temperature is the same because more heat from the sun will be needed to restore the air particle's motion that was lost to friction. It all balances out in the end. The fact that the total energy is the same doesn't necessarily mean it's okay. Hypothetically if wind turbines set up a gradient so that the first few meters of atmosphere become hotter and the rest of the atmosphere becomes colder, total energy is conserved, but it's not a desirable outcome. But I don't know if humans can build enough wind turbines to make that possible; the Earth is very big and the atmosphere has a lot of mass.