That really is only a problem if the direction of the wind never changes. But if the direction of the wind turns around the farm stealing the wind and the farm being robbed of wind switch roles.
Thinking of wind direction. I would imagine that wind farms in general are build in areas where there is tendency for prevalent winds. That is known to have certain direction and speed. As these are most sensible places for most production.
Areas with more changing wind patterns are likely less desirable.
Also, isn't it really stupid to treat the wind the same way we do with rivers or with electrical current (which is actually flowing the opposite way to electrons, so not like the river/wind at all)?
E.g. country A is saying that country B is stealing their incoming (upstream) wind, but there's currently a zone of negative pressure (based on the mountains/shore/passing by cyclone/whatever) on the country A's territory which actually allows for the pressure gradient to form through both countries A and B - so there's more energy potential available to tap into on country A's territory?