well, the only thing that you do when you make the interconnector go via an offshore wind farm is that you give that wind farm specific arbitrage power between the two markets on the other ends of the connection. This will have some value to the wind farm (but that may be hard to monetise: if your revenues mainly depend on a regulated price, you may not be able to make much of the market arbitrage if it comes at the expense of the regulated revenue).

Better to have the market balancing between the two electric areas doe by the grid operator on a system-wide scale rather than having a smaller operator (and yes even Dogger Bank will be relatively small compared to the full grid on the other side)  in the middle with its own priorities.

Wind power