The idea is that, the boat will have a very large drag in the direction perpendicular to the keel. When you have 0 sail angle, the force on the sail is in a dir

The idea is that, the boat will have a very large drag in the direction perpendicular to the keel. When you have 0 sail angle, the force on the sail is in a direction perpendicular to the direction that the boat is facing. So the drag is very large and so it does not move. Only when the force on the sail is at an slanting angle to the keel, the 'drag reduction' comes into play and boat moves at a direction of least resistance. I know that it is not even remotely accurate, as I think sailing involves a lot of complex forces. But it is how I have modeled it and the reason why you are seeing this behavior.