Turning into the wind is considered as a way to make pursuit harder in the game. It would also slow the escaping ship, but the existing separation gives it a distance advantage. Keeping the Spanish ships in pursuit has another attraction: they are not earning money while they follow. The manoeuvre is considered for both its effect on the chase and the time it takes away from the enemy's trade.
Notable Point · 1:21:31-1:22:18
Using the wind and distance during a pursuit
A pursuit raises a tradeoff between sailing against the wind, preserving separation, and keeping enemy ships away from earning trade income.