Its simple physics that converting energy usually releases heat. This is taking kinetic energy from the wind and converting it to mechanical energy of the wind turbine blades and eventually to electrical energy from the generator motor. Heat will be produced. My guess is its not a contributor to global warming in the desert. Now, cutting down trees to put up the wind turbines in the eastern mountains, I do believe contributes to loss of natural cooling of the Earth locally, just like black topping a parking lot where an orchard may have previously existed would.
In WA state, they put up a literal Fanguard on the lower hills and mountains between the desert of E Wa, and W Wa. Wouldn’t the effect of the warmer winds off of the drier half of the state, be pushed down onto the cooler ocean air, trapping the daytime warm temps, and preventing night time cooling. That would raise the daytime temperatures and make the climate warmer in theory.
Ever since they went to solar farms and turbine farms here, it doesn’t seem to cool off at night in the manner of my younger days. It is markedly different since they put these in.