Components connected to the AC grid need to synchronize with the grid's frequency. Since we can't force the wind to blow at a particular rate, we'd either need a lot of fancy mechanics on the turbines themselves to drop their speed (which would waste energy) or we decouple their spin rate from the grid frequency with the AC -> DC -> AC converter (which also wastes energy, but probably less and with much less cost than complicated spin-rate-stabilizing machinery).