Because anything in the entry will only reduce the flow, vanes have volume, and that means less air through the entry. If you want the wind to blow your turbine around, then long, thin blades are the way to go. It may be that a ring around the tips of the long, thin blades could help, but as tip losses from a blade being driven by the air is likely to be negligible, again it would be of dubious value.
Evan, WB #12.