Look c-dude, in case 1 the system is closed to energy flow coming in because there is a finite amount of oil. In fact it's worse than that because you need to increase the amount of oil you use to pump the oil as you go deeper (actually even worse than that but I'll spare you the details). This is EROI (ERoEI if you prefer).

In case 2 you have a steady input of sunlight driving wind but the latter is intermittent. But the real problem is that the conversion of wind to electricity at a high enough power level isn't all that great. You need more windmills dedicated to the job. And as you need more power to pump deeper wells, you need to build more windmills, etc. The boundary conditions are still that oil is finite and usable wind is too.

You still do believe in a free lunch, even though you don't think you do! Just because a system is open to the flow of energy doesn't mean the system will be able to use that energy effectively. You have to convert the raw form to a usable form, what physicists call 'free' energy (free to do work, not free for the taking). That conversion has an energetic cost as well. And, in the case of sunlight, the flow is effectively steady-state, meaning that there is an effective upper bound to how much free energy we can actually obtain.

It may not be turtles all the way down, but it is energy! If you have the math and statistical mechanics background or are willing to work hard, I recommend a classic book by Harold Morowitz called "Energy Flow in Biology". It is a real eye-opener for energetics. He has some more modern books that are aimed at general audiences, so you might try that if your background doesn't prepare you for this book.

George