The parachute on chinese umbrella description.pdf (1.3 MB) does (did) not use crosswind action during yo-yo phases (The most basic airborne wind energy system - #15 by PierreB).
Multi-rotor could make the same, enjoying a higher lifetime as the rotors are rigid, and also perhaps easier to implement. Indeed thin rotors are around the tether without transfer issue, only thrust. So the rotors are not connected and are adapted to different wind conditions according to altitudes.
It is true. The same is not easy for rotors excepted for facing rotors like for Makani or FlygenKite.