the capital costs are not that different, and the costs quoted in studies like the ExxonMobil one are costs for baseload plants - ie the lowest possible for a gas-fored plant. Even if capital costs are low, it's still cheaper to allocate them on more kWh...

Gas is capable of providing full baseload, and even these plants have quite a bit of flexibility. In Europe, quite a few baseload plants have been built.

Wind power