Yes. If they didn’t, we would place them in dense grids, separated by only as large a distance to prevent them from colliding with each other when they turn in response to changes in wind direction.
Also, there’s the small matter of conservation of energy. Wind turbines turn kinetic energy from moving air into electricity. That means the moving air must lose kinetic energy. It won’t lose mass, so it has to lose velocity.
Sample of a paper discussing this: https://www.pnas.org/content/113/48/13570
