On a global scale, wind energy harvesting has a miniscule effect: "should wind supply the world's energy needs it estimates energy loss in the lowest 1 km of the atmosphere to be ~0.007%, which would be an order of magnitude smaller than atmospheric energy loss from aerosol pollution and urbanization"[0]. Of course, the local effect of a large wind plant is different, but given the numbers above I would think it's still negligible.
[0] http://www.wse.ie/articles/how-much-wind-energy/index.php