I understand it's wasteful, of course, but waste in a ecosystem of vast abundance seems like a feature, not a bug.
Solar panels have no problem with being short circuited; the amount of heat they produce in that state is the same as any other black object in sunlight.
Windmills are like any other electromechanical generator in this sense. You have to stop them with a brake. But that is totally a thing you can do, and quickly, and every mainstream windmill does it regularly (if only to handle overspeed winds safely), although, when this system fails, you get spectacular viral video content.
In the usual case where it works, though, you don't need a load bank either.
Load banks come into play when conventional inflexible baseload generators can't ramp down fast enough or when perverse market incentives pay renewables operators to pump power into the grid when it's not being demanded.
Internet akchually: a small amount of the heat will be dropped in the wiring that forms the short circuit rather than in the internal resistance. So the panel will be slightly cooler than you'd expect for an object of that colour even in short circuit. They're the same temperature in open circuit, though. When operating normally, they can be quite a lot cooler and in fact you can detect non-functional panels by looking for hot ones with thermal cameras.
I did know that normally-operating panels were significantly cooler (23% efficiency means 23% less heat than a regular black body) but I had no idea that people used this feature to detect broken panels with thermal cameras. I'd only seen people forward-biasing the panels from an external source to stimulate NIR light emission and using NIR cameras.