The rudder is a wing, it's just vertically oriented and underwater.
The rudder is capable of stalling, just like any wing. The rudder only produces lift related to the flow of water over the rudder. The lift produced by the rudder is what is experienced as turning force. The tiller or wheel changes the angle of attack.
I used to helm a racing sailboat with a high aspect (long & narrow) rudder. It could provide a lot of turning force but stalled easily. It didn't work as well under power as it did under sail; I suspect this was due to the turbulent flow off of the propeller, which was forward of the rudder.
On the Dali, the rudder should have been providing some turning force due to the 7+ knot flow of water over the rudder. Full reverse propeller might have impacted that; I can't comment because I've never helmed a ship that large.
Additionally, a single-propeller vessel like the Dali, will have "prop walk" - asymmetric thrust that pushes the stern of the craft one way or the other while the propeller is rotating.