I have also been to Cozumel scuba diving and have never seen any sailing vessels for rent.
I think the problem are the currents around the island. They are very strong and I am sure the rental agencies would have to chase down boats fairly often.
Also, the island is basically surrounded by either reefs that are national parks or big surf.
BTW, unless you are going there for diving or for only a couple of days on a cruise ship, there is not really much to do. Unless you just enjoy doing nothing!