In my very humble opinion, I don't believe that the extra time you will save by wearing a board leash is worth the danger factor it presents. Like Paul said, upwind body dragging is not rocket science and you can easily master it and get back to your board in two reaches, max, once you get it down.
While learning at the sand bar, I got lofted 10 feet in the air and 30 feet downwind. Jason stood in the water behind me, helpless. I had a helmet on earlier in the day but I was unable to hear him shouting instructions at me so I took it off. Big mistake. As I was sailing through the air, the reel leash I was wearing reached it's stretch limit and then shot back towards me like a slingshot. I had no idea but Jason said the board flew over my head and missed my scalp by an inch or two. Needless to say, that was four years ago and that was the last time he ever used board leashes while teaching.
He had a similar experience years ago. Even though he had a helmet on, his board ended up hitting him in the back of the neck thanks to his leash. Helmets are good but I still haven't found one that protects your precious brain stem. He ended up losing all feeling below his neck and was essentially paralyzed for about 30 seconds. No one else was on the water at the time and he could have easily drowned. He says that the minimal floatation in his wetsuit probably saved his life that day. This was way back when everyone used leashes.
Last winter in Baja, many of our local riders witnessed a near drowning. Jason was able to reach the beginner kiter (who was in the middle of a lesson at the time but his instructor was unable to do anything from the beach...) and slash through all his lines which were wound around his spreader bar making it impossible for his safety releases to engage. Because of his board leash, his big beginner board was diving under the water and thus pulling him underwater everytime the kite powered up.
Situations can get really hairy on the water, whether you're an experienced kiter or a beginner. I just think that board leashes add another element of danger and complication when you're in these situations. You just have to ask yourself if it's really worth it to save yourself some time and energy while you're learning...
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