No, the cost of a combined gas-wind system would be something like £60/MWh, so that’s what you should be comparing to the nuclear cost, not the £40/MWh directly.
You need to think of wind as a combined wind and gas system, you use wind when it's available because it has a very low marginal cost, and then use gas when it isn't. Luckily capital costs for building gas plants are low, and marginal costs for buying the fuel are high. That means it isn't expensive to build plants as backup, which are only going to be used part of the time. You can use the fuel savings to pay for the capital cost of building the wind farms, and end up without significant extra expenditure, or even saving money. The same can also apply to solar.
It's more difficult if the backup is coal, though, there the balance is more towards capital cost, not marginal cost, so there is a much less leeway to defray fuel costs using renewables.
As we're building out so much offshore wind now, I have to wonder how much Dinorwig style pumped storage the cost of Hinkley C could have got us. Dinorwig was 10TWh for £400m in 1984, and had "only" taken ten years to build. No clue at all what that might cost now as it'll undoubtedly be far beyond simple inflation.
If we're serious about climate, we have to reduce use of gas too.
