Although today's large wind turbines do not have tail fins, they are equipped with wind direction sensors and use servo motors to drive the turbines in the direction of the incoming wind.
The principle of the tail is that the force of the wind (aerodynamic force) acting on it causes the tail to face the direction of the wind. But when the wheel is big, a big rear wing is also needed. The engineering cost of making a large rear wing would also be high.
At the same time, the tail also poses many vibration problems.