An explanation from @rschmehl that seems plausible:
I think the stakes can be high. Perhaps some (crosswind) flexible kites can be studied in order to lead to suitable deformation at high wind speed, keeping its efficiency at high wind speed.
The concern is different for my small Sharp rotors (see above) as they are rigid. But surely larger inflatable versions could undergo deformation by high load, which also explains why the power consumption of a Magnus-effect balloon is so high.