You won't get a neighbor deal for power if you have enough local generators to provide power to the destination city.
If you can afford it, bulldoze the windmills. If you can't, bulldoze one and run for a week or so and try again. Rinse & repeat until you get the deal.
In a starting city, one windmill to power the water tower is enough to prevent a power deal.
Later, it becomes easier to mix local and imported power without running into stumbling blocks.