There's one or two reasons, depending on what is meant by "wind-powered car".
The first reason is that it's impossible for any transfer of energy to be 100% efficient. There will always be frictional losses.
Secondly, if the company means that they want to attach a wind turbine to the car so that the car is powered by the same wind that it generates, that violates the conservation of energy.
The positive end of battery 1 touching the negative end of battery 2 and wires connecting the negative of battery 1 to the light light bulb and the positive of battery 2 to the light bulb.
The conductors that carry the current to electrical devices and utilization equipment are the heart of all electrical systems. There are associated effects whenever current flows through a conductor.