There is a whole lot of sky, my dude. I don’t think it’s plausible that we could capture even 1% of the kinetic energy of wind currents if we wanted to.
But also, wind is ultimately solar energy: the sun heats up parts of the planet at a time, the temperature differences cause pressure differences, and pressure flows from high to low. If we could somehow capture most of that kinetic energy, the result would be that areas which heat up stay warmer, and areas which don’t heat up as much stay cooler.
But we’re talking about gravity-bound gases, here. If we tried to capture too much, the gases would just find an easier route to equalize, such as going above our turbine network.