In the future, you'll have a point. Right now, you don't. Coal infrastructure has been around for 100+ years. The mines are out of sight and out of mind.
Wind technology is relatively new for mainstream adoption. There are still patents on the technology, so you have to license it from whomever owns it. Then you need to find a location to put them. You need VAST amounts of land for effective wind energy production. You need to jump through hoops to establish a location. The one in my state took 5+ years to start. Environmentalists are NOT sold on the technology. They believe it will fukk up the ecosystem and that birds will die flying into the propellors. The regulatory barriers of entry for wind tech are huge. Its very hard to get it going anywhere.
Check out this article:
http://www.aweo.org/problemwithwind.html
Wind is the future and much better than coal but right now its not economically feasible to take over.