Bunch of projects in the works. But building HVDC lines is not cheap.

https://en.wikipedia.org/wiki/List_of_HVDC_projects

Same goes for nuclear power plants really.

A 2.5GW undersea HVDC line costs $2.5mln/km.

The cheapest nuclear power plant in Europe is the Ostrovets power plant in Belarus, the cost of which was $11bln for a 2.4GW plant.

For that money you could buy a 2.5GW HVDC line spanning the entire EU.