Because the Danes already had a strong DIY-culture for small wind turbines generating electricity on farms, they started building windmills to heat their houses. Some chose the indirect path, converting wind generated electricity into heat using electric heating appliances. Others, however, developed mechanical windmills that produced heat directly.
https://solar.lowtechmagazine.com/2019/02/heat-your-house-with-a-mechanical-windmill/
@neauoire In Kim Stanley Robinson's sci-fi novel, Red Mars, they use heat from windmills as the first means of terraforming Mars, I did not know people actually do it here on Earth!