For what it's worth, it does specifically state that the Wind Sails make flight limited in direction while the etheric webs do not. The implication I took was that they simply couldnt tack with the wind much when they are under Sail-power and so they had the older Square-style sails for downwind travel rather than the more modern triangle ones that allow for tacking maneuvers.
By contrast, etheric sailing is all about the Webs. While I havent figured out all the details of how webs work, I've determined that is relies on two factors: the force achieved in each web is directly proportional to the length of web that is reeled out into the air, and also to the magnitude of the electric charge that is energizing the Web (per ch . It is in the control and interplay of these two factors on different webs anchored to various points on the ship (top, bottom, and flanks on the Predator) which allows for maneuvers. That and the "Maneuvering planes mounted on her hull and in her tail."
It's stated that the Etheric webs dont have the same reliance on a current's direction that wind-power does, but also that the webs do still catch "the invisible currents of etheric energy coursing through the aerosphere", so the best things Ive got for now is that either a) the Etheric currents are not a uniform vector field like a magnetic field or wind currents, and so they are turbulent enough to allow the different ship webs to predictably/reliably be pulled in various directions relative to the ship (or perhaps it's core or lift crystal, if those affect the currents), or else b) the natural etheric current is primarily Downward (as in Folly's Sight) and a Charged length of ethersilk webs simply moves orthogonal to that constant downward flow, much like how the directions of Electric current and it's magnetic field are in different but predictably related directions.
It's also worth noting that etheric travel is restricted to "The Aerosphere" and that alternative locomotion is required below it, or "becalmed in some portion of the sky without etheric currents strong enough to propel a vessel." So Etheric energy is affected and/or restricted by the unique atmosphere of the SpireWorld, so any assumption needs to contain the caveat that the atmosphere and meteorology of the planet itself could be significantly different from what we know. I mean, this is a world that apparently supports flying creatures large enough to threaten a ship, after all.