While the sails do produce some drag (much like your hand sticking out the window of a car), they also produce drive force (which your hand does not do). The drive force tries to move the boat forward. The drag force tries to move the boat backward. But since the boat does indeed move forward, it is clear that the forward drive force is stronger than the drag force. To state it another way, if the dominant force was drag, then the boat would not move forward.
If you move that drive force off to leeward (by heeling the boat), then the drive force is going to cause the boat to want to head up.
To relate this back to the original topic, if you keep the drive force centered above the boat (by canting the keel rather than heeling the boat to generate righting moment) then you have eliminated this moment trying to head the boat up. At the same time you have introduced a smaller force trying to head the boat up which is the keel drag offset to windward.
But this keel drag has to be less than the sail drive. Using the same logic we used above, if the keel drag was larger than the sail drive, the boat would not move forward. And since the keel strut is much shorter than the mast, the amount of lateral offset from a canting keel is going to be less than the amount of lateral offset of the sail drive due to heeling even though the strut cants more than a fixed keel boat would normally heel.
But as you point out, windward helm can be cancelled out by changing the balance of the sails. So if there is any adverse helm issues with a canting keel boat (which simple physics cannot predict) then you just tune the boat to deal with it…
I don’t know what kind of dinghies or scows you sail, but on all the dinghies (420, FJs Larks, Lasers, Tech Dinghies, Interclubs, 505s and more) and scows (M-20, E-Scow, C-Scow, A-Scow) I’ve sailed, when you heel the boat, it heads up. In fact, the first part of any good roll tack is to let the boat heel which causes the boat to want to turn into the tack. If you let go of the tiller during this phase of a roll tack (as my collegiate coaches used to make us do during practice sessions) the boat will head up. In fact, if you are good, you can execute the roll tack without touching the rudder at all by allowing the boat to heel at the beginning of the tack to get the boat turning.
Now, I’m sure you are going to say “well, yes, but the next thing you do in a roll tack is slam the boat back down with a massive hike to the old high side.” That is true, but if you do this while the sails are still full, it will bring the tack to a grinding halt. You need to wait until there is no more load in the sails before you roll it. When you do that, you are pushing the daggerboard against the water which pushes the boat further through the tack. And since the sails are luffing, there is no sail force to cancel out the turning.
When I was in sailing school, one of the teaching techniques that the instructors used was to remove the tillers and force us to sail without being able to steer with the rudder. We were taught that by using the balance of the sails, heel and fore/aft body weight, you could effectively steer the boat. As far as the heel was concerned, allowing the boat to heel up caused it to head up and flattening the heel caused it to head down.
I’m not sure if the water is frozen where you are, but since you are a dinghy sailor, the next time you go out for a sail try this - while you are sailing to windward, let go of the rudder and let the boat heel up. The boat will head up into the wind. Try it, you will see.