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'Windmill': China tests world’s first megawatt-level airship to capture high winds
(interestingengineering.com)
This is a most excellent place for technology news and articles.
Typically wind is dissipated by friction losses with the surface I think (bleeding off speed and energy by making waves, waving trees, and just rubbing against the ground) and wind is generated by heat from the sun (warm air expanding pushing against cold air, creating pressure differentials across thousands of miles).
Because wind is quick to regenerate and this does nothing to stop that the result is probably a pretty small drop in average wind speeds around the new mill and no greater ramifications than slightly less pollen travel in the spring.