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World’s first megawatt-level airborne 'windmill' feeds power to grid
(interestingengineering.com)
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There is so many problems with that concept: What do you do when there is a strong storm? What happens if lightning strikes? How do you do maintenance and how pricey is that? How do you get the power down properly? You also have to keep a ton of space clear from buildings/people if that thing somehow starts flying away/down...
Normal wind turbines can likely do a better more efficient job - at a fraction of the cost of this public relations stunt.
I think this is a technology demonstrator. They're figuring out the answers to the exact questions you are asking. This was the first test of putting it up, getting the power down properly, and then bringing the system back down. Following one of the links inside that article shows that they've previously tested the mechanical design out in the desert to test deployment, station keeping, and retrieval under high winds. As for cost, I'm sure they did analysis and have some use cases where they can compete, though I doubt that it's in urban areas because it's gonna have to be pretty far from airports and houses in "drop in on" range