My guess is that it's either extremely hard or impossible to sail _up_ the river, and locals don't want the hassle of having to arrange for transport on the way back.

It's a slightly different thing with canoes, and there's definitely a local industry built up around it; the rental place drives you upriver some distance, and expects you to make your way downriver to their pier / office. This makes sense because they can take a fair few canoes and tourists in one trip, and most people can figure out how to paddle a canoe downstream.