It depends. Lin and Larry Pardey do recommend them in heavy winds and seas, but they use a fairlead from the stern or midship to pull the sea anchor to an angle

It depends. Lin and Larry Pardey do recommend them in heavy winds and seas, but they use a fairlead from the stern or midship to pull the sea anchor to an angle off to the side so that the boat lies at 50-ish degrees to the wind. It's basically an aid to help with heaving-to. They are big fans of heaving-to in dangerous seas, and have collected a lot of anecdotes from other sailors who also recommend it as a heavy weather tactic. It's certainly a good solution if you've got a full or mostly full keel. Light cruising boats may not fare as well, though some correspondents indicate that it works for them as well. My daysailer heaves-to with it's swing keel, but I only use it to go below to make lunch or whatever. But you are very correct. Deploying a sea anchor can be very dangerous if you're not exceedingly careful, and retrieving them is a gigantic PITA.