We've (OECD countries) have been through this before.  Back in the 1950s-70s, the push was to switch from coal to fuel oil/petrol.

What's not to love?  Much higher energy density, so lower transport costs. Much cheap to extract.  And remember it's supposed to be plentiful.  So everybody starts using it.

You can really see this in Spain.

Long story made short(er).  

Spain has little coal.  So the initial construction of thermal plants fired by coal made electricity expensive at the turn of the 20th century.  So the Basque industrial banks invest heavily in hydro.  Hidroelectrica Iberica and Saltos de Duero are founded, along with Hidroelectria Espanola.  In 1944 the first two merge to form Iberduero, which in turn is integrated with the latter in 1991 to form Iberdrola.  

So the explosion of hydro power in Spain means that there is little need for coal fired plants.  This covers demand into the late 1950s.  Rapid industrialization drives demand rapidly higher throughout the 1960s and 1970s. Hydro is insufficient to cover demand.  So, the new low cost clean energy source, oil, is turned to.  

Needless to say, the oil shocks played hell with prices here.  So Spain has to find something new. From the 1980s through the 1990s, there's a turn to natural gas. Cheap LNG imported from Algeria fuels this.  Gas is less fungible (LNG imports require specialized equipment, so the trade relationship is pretty fixed) so things look good.  Then in the late 1990s, there's this ongoing rise in the price of natural gas because of increasing use. (See a theme here about the long term prospects of "cheap" non-renewables?)

It's only in the late 1990s, turn of the 2000s, that Spain starts a massive windpark expansion. Wind has zero marginal costs, and drives out expensive gas and petrol fired electric production. The economics are different in Spain because of both the paucity of native coal and the production supports (no withdrawn under EU pressure) offered it.

Ok, that was relatively brief.  The lesson being that when you turn to a new "cheap" alternative that has a fixed supply, you drive up demand.  So that makes it more expensive.  Wind is different because there isn't a limited supply of wind.  High quality sites, yes. But at least were aren't facing downward production trends as consumption increases, which is the problem with using petrol or natgas for electric.

And I'll give my consent to any government that does not deny a man a living wage-Billy Bragg