I think the parent is saying is that, if you consider the circle traced by the outer tips of the windmill blades, the windmill blades themselves take up a very small fraction of the surface area of that circle. Thus, the windmill is fundamentally only capable of capturing a small fraction of the energy that flows through that circle.
If you were going to try and go turn that windmill, would you just freely spin it with 0 effort? No you'd have to push, it would hinder you.