At first glance all seems so nice--then one needs to contemplate some significant considerations.
Economies and efficiencies influenced by scale: hundreds of MW vs. single digit MW
Access for maintenance and repair at atmospheric conditions vs. hundreds of feet below the sea surface (the pump/turbine must be below the bottom of the reservoir)
Relative burden of resources required vs. the magnitude of energy storage and recovery available (staggering amounts of concrete, steel, ...) for proportionately minuscule amounts of energy. Cost vs. resources required vs. benefits are unlikely to get into a "happy" range.
The amount of wind energy that can actually be recovered from the wind vs. the nameplate rating. Most wind turbines recover somewhere around 15%. "Traditional" pumped storage works with adequate power available to operate the pump(s) at near BEP conditions. Given the variability of winds, the proportion if time when the pump can get near BEP conditions will usually be a very small percentage.
As wind turbines become more and more plentiful, a time will probably come when serious attention will be turned to the number of birds killed per MWHr, per year, ....
I've spent very much time and effort with "alternative energy" concepts that have looked so very promising until their troublesome little quirks get in the way. The phrase "reality is" has much value. I confess to being a hopeful but many-times-disappointed fan of alternative energy.
Valuable advice from a professor many years ago: First, design for graceful failure. Everything we build will eventually fail, so we must strive to avoid injuries or secondary damage when that failure occurs. Only then can practicality and economics be properly considered.