Why put someone in the water when you don't have to?
There are numerous ways to winch from a Yacht and what method you choose relates to the capabilities of the helicopter and crew and the conditions of the day. Putting the casualty in a dinghy or even winching from the water as a last ditched scenario are a couple of options that would be considered.
However, winching from a Yacht is tricky but no more dangerous than winching from some other types of vessel. There are several ways of accomplishing this (I can think of at least three completely different methods for UK RAF SAR). It is a skill that may (and has in the past) been required and, therefore, we train for it. If we are on a training sortie and see a type of deck we haven't practised for a while we will call them up on the radio and ask the skipper's permission. I have only ever had one say no in 4 years; they are usually keen as they know the better we are, the more likely we are to be able to help them if their vessel gets into difficulty.