Too Dangerous
The world is dangerous. Sailboats like the one you considered cause extensive search and rescues when they are missing. Same with airplanes. Same with the hikers who get stuck on Mt Hood every winter near where I live.
Think about the miners trapped deep underground in Chili about ten years ago and the hundreds of millions spent to successfully save them. Rescuing people in trouble, whether they are thrill seekers, workers, billionaires, whatever, is a cost society seems willing to pay. It gives people the knowledge that if they were ever in a situation like that they wouldn't be abandoned. In a way, it gives us all hope.