Can you turn as fast with the rudder up in high winds, say 20+ knots and 2-3 foot chop? I can find that type of water in my local bays. I am just starting and I doubt I can or really know I cannot. I may need more skill.
The key to turning in wind and short steep chop is turn when a the ends of boat are out of the water and the center of the boat is on the crest of wave. The other key is, of course, practice. Keep track of your local wind forecast and find somewhere you will be blown onto a safe shore line to practice. In sea kayaking, "more skill" translates to performing the basic rescues and strokes in ever more challenging conditions.
Rudders are great for long crossings in a cross wind or traveling most efficiently from point A to B but are not that great if sliding around in rock gardens and surf are what you are into