You can't always 'build them somewhere else' -- wind farm locations aren't arbitrary. Solar is a little less constrained in this way, but still has some location requirements (you wouldn't put a solar plant on a hillside that is shaded half the day.)
There's also losses from transmission of the generated energy. The further you generate from where you use, the more loss you have to account for.
Eh? Wind farms cause noise?? A massive windfarm was built on the hills behind the house I grew up on and I never heard any noise, even when visiting the extremely popular walking route that goes through them.
But that is all fine and we can just build them elsewhere where this isn't an issue.