It is exciting, it is full of peril, it breaks equipment and sometimes breaks people. The rush from heavy weather sailing is like no other. All of your senses are in tune, you feel the cold air whipping at your gear, the water looking for a path down the front, making the cold that much worse.
If you don't know what you are doing in heavy weather you are likely to find yourself in the water, the foundation of your world sinking, and with a sickening realization about how much trouble you are in. It is not the money, or the rules. It is your life on the line.
There is nothing like a sailboat for heavy weather conditions. If the craft is built for open ocean cruising, the rig is fresh and the sails are strong, not much will take a sailboat down. Even if she flips she will come back up, shattered but still floating.
One of the worst mistakes a sailor can make is to step down to a life raft when he has a firm foundation under his feet.
Bare poles, storm jib only, running down wind. Your stomach turns with each bob, up, down, side to side, the boat rolls, and the waves mostly follow.