A boat's keel is weighted with ballast (on larger boats) for the balance reason, but it's fin shape is for the purpose of providing lateral surface area.
Even while sailing downwind, the sails are still providing "lift" (if we are calling it that here). There are opposing forces for sailing - the Center of Effort (CE) and Center of Lateral Resistance (CLR). These two need to be balanced in order for the boat to sail a proper course - of course if you are just letting the wind push you directly downwind, you could remove your keel/daggerboard, but in practice, you will want to sail on an angle to the wind - on a reach or by the lee depending on the type of boat - so as to create flow over the sails and have a greater pressure gradient than if you just let the wind push directly against the sail.
The hull of the sailboat contributes to the CLR, so it is common in dinghy racing to pull your centerboard/daggerboard up partially so as to balance these forces and minimize drag. If you watch Olympic laser sailing, you'll see while sailing downwind, they will heel the boats to windward with their daggerboards about halfway up so as to move the CE closer to being above the CLR, allowing for less rudder drag to counteract the forces and steer straight.
Every time there's anything on HN or Reddit about sailing, there's a _ton_ of misinformation and blanket statements that might apply to some types of boats, but are far from general rules. I'm happy to answer any other questions too!
I guess this is part of the reason.
As for why it isn't the full reason, think if the boat was a hovercraft or somehow otherwise had zero friction. When the wind hit the sails it would just move the vehicle in the direction of the wind (possibly turning it sideways in the process).
In land sailing or ice yachting you don't have two medium with different densities and still achieve forward movement using a sail.
In land sailing or ice sailing you can steer against a hard surface.
I'm not a specialist in fluid dynamics but this should count for something, IMO it should even get better results.
Aside from the very few boats with hydrofoils, this torque is offset by that generated by the interplay of weight and buoyancy (for iceboats, the rigidity of ice substitutes for buoyancy.)
In a land sailing, glider has potential energy (height), while the boat doesn't have any potential energy. This pot. energy makes glider moving forward (and down).
Consider glider on a airfield, and a strong wind to the nose - glider doesn't fly up and forward, it can only lift up and turn back.
But at the same time, when you have docked sailboat, and a close hauled wind (approx. 30 degrees from nose), the boat will move forward (lift) and sideways (drag). As faster it is, there will be a less drag.
Keel doesn't have to be heavy flat area or 300kg torpedo 2 m below hull, it can be just shallow longitudinal slot of meter - two.
Again, if there will be no water (neglect weight of the sailboat), just air, the sailboat will not have any tendency to move forward, otherwise this will be fantastic.