Perpetuum mobile is impossible?

It is believed that a Perpetuum mobile is impossible. Why? So the scientists said.
As far as I understand, "official science" refers to the law of conservation of energy - it is also the second law of thermodynamics. The problem with this law is only one - it is applicable only to closed systems. But in reality closed systems are not observed. In fact, it's impossible to create a closed system. In other words, the problem is not in the fundamental impossibility of perpetual motion, but in creating a sufficiently strong and durable engine.
So the phrase "perpetuum mobile is impossible" is dogma rather than the real law of nature. And I think that the usual windmill can be considered a perpetuum mobile).
Please correct me if you find an error in my reasoning.