I could make the case for no skeg, nor rudder, but I don't want to start that argument. It all depends on the overall design of the boat and to some degree the strength and skill of the paddler. I have found that in some conditions, you had better figure out how to turn the boat no matter what it is equipped with. When the wind gets strong enough, there are times when the strategic use of the paddle and pure brute force comes in handy for turning into the wind. It might not be elegant, but it works for me when nothing else does.
Some ruddered boats it would seem to me would nearly preclude some types of self rescue. It might get a little dicey trying to mount the boat from the stern, even with the rudder deployed. And then there are the integral rudders. It's nice to have choices.