It looks to me as though the problems, with this beautifully simple idea, revolve around deployment and recovery. The youtube video only shows the first stage of recovery. It must be difficult to collect the aerofoil without damage in serious wind.
Indeed, the launch and especially recovery systems are the bits that have taken a while to get sorted. But the situation isn't a disaster. You control all the circumstances at launch, so that's not really a problem. And you control when to recover the sail, so if it starts to get too windy, you can recover the sail before the problems get worse.
I don't know if they do this, but in bad conditions you could release the outer bridle lines to take wind out of the sail. Ultimately, of course, you can just cut the tether.