How do you even heat a house with wind? Aren't most homes in the US and EU are heated with gas?
Most homes in the colder areas of the US heat with gas because the cost per joule of gas is a lot less than for the equivalent electricity. But a lot of homes can supply most their heat with electricity, and would if the economics made sense. And even more would build that capability if gas was 2x the cost per joule as electricity.
A modern home boiler is very efficient, because what you wanted was heat, which is exactly what you get by burning gas. The gas turbine at a power station has to do the same conversion (burn gas to make heat) but then also convert the heat into electricity, and that's before transport loss.
In the ideal world, the choice is between "Burn gas in your home" (bad, accelerates climate change) and "Use renewable electricity" (good, although maybe expensive depending on policy decisions). But for many people today there is no choice, resistive electrical heating would still burn gas in a power station and just cost them a lot more.
Heat pumps tilt the scales, if they're practical for you, it really is possible that a heat pump running on electricity that's actually produced by burning gas works out cheaper and more environmentally friendly than just burning the gas yourself. And of course a heat pump powered by wind is entirely practical and potentially quite cheap.
A gas-driven heat pump could be even more efficient; that is, it could deliver > 100% of the thermal energy content of the fuel to your home (in the form of low grade heat). This is a consequence of avoiding, at least partially, the large second law loss in a typical furnace where very hot flame transfers heat to rather cool air. Any time you see a large entropy generating process like that in a system it's an opportunity for improvement.