Sailing works great. The wind does not always go against you. It is favorable way more often than not. In fact, just as often as you would expect from the wind compass.

Once you defeat Moder, you can use Moder power to invoke a magic tail wind that lasts five minutes. I don't bother. On the rare occasions the wind is against you, you can still make good progress rowing, and if you bring fixings for a Chappa'ai you can put to shore at sundown and sleep in your Dragon bed at night.

What is needed is for more stuff to be added to the Ocean biome, and the devs have said more is coming.