Besides Musk's viewpoint, I'd argue some simple math. There is vastly more potential power being emanated from the sun every second than there is in the prevailing winds on Earth's surface. The atmosphere being in differing states of high and low pressure is caused by multiple factors, but heating from the sun is one of them. In the long term, almost all of our power is derived from the sun (with exceptions like geothermal, even hydro is dependent on the water cycle being driven by solar heating) anyway - might as well go directly to the source.

I just easily see the entire planet being powered by some terrestrial satellite grid of solar panels in a few centuries. Capture it in space, transport it to surface via a space elevator or something, maximum efficiency. Would probably also slow global warming since significantly less heat by that point would be reaching the surface (given the size of an artificial ring belt of solar panels we would need to run everything by then!)