This method has the drawback to loose energy (with heat!) to convert motion (windmill) to electricity, and then electricity back to motion (heat pump stator). This post talks about the idea of mechanical heat pumps to avoid those losses and cite two papers that back his claims.

We shall not be blind on the many avantages of electricity but on a pure efficiency scale converting motion to heat is a better idea than motion to (electricity and heat) to (motion and heat) to heat.