>If you look at wind maps such as windyTV, you see that wind speed drops a lot at the shoreline. I guess the buildings, trees,... make the boundary layer larger

Yup but that is more pronounced at a low height while WTs tap into wind at 100+ m height where the effect is less dramatic.

>maybe shifts the "shore" in the middle of the sea. Maybe the winds lose some of their momenton and can't carry the usual amount of moist inland increasing the size of the continental climate regions.

Ironically the turbulent nature actually helps mitigate the effect (which is not that large in the first place) because it improves "mixing" with the untapped wind