On a fixed wing at speeds much less than the speed of sound you get lift all the way across the wing. But there are things behind the wing on a fixed wing aircraft (struts, the tail, etc.) Keeping the turbulence away from things behind the wing increases efficiency.
On a rotating wing the thrust goes up with the 4th power of the diameter, but only the square of the rpm. All the action is near the tip and size matters a lot. On a windmill you have a tail most of the time, but keeping turbulence from the tips away from the tail isn't usually an issue.
On a commercial plane prop, the prop tip speed may approach the speed of sound. Feathering something moving that speed would weaken it at the very place with the highest thrust forces. Birds have edge feathers but don't fly near Mach speeds, so it helps them.
https://en.wikipedia.org/wiki/Wingtip_device Wingtip devices on fixed wing aircraft help recover some energy lost to turbulence but your wing is rotating.
Helicopters main rotors have wingtip devices
https://en.wikipedia.org/wiki/BERP_rotor But those are designed with other things in mind because helicopters operating near the ground or stationary have different issues maintaining stability than when operating in clear air or in motion.
My guess is for a homemade mill there is nothing to gain by changing where the trailing vortex is because there is nothing back behind the prop chord (3/4 of the length out) for it to impinge on.