The big problem I've always had with "set," or "billowing," sails is that a real sail is a complicated object made out of many pieces, and it seems next to impossible to replicate its appearance on any but very large and very small scales. (For the latter, here's some inspiration: http://www.donaldmcnarryshipmodels.com/ . Mr. McNarry works on scales from 1/192 down. WARNING: close scrutiny of his models may make you decide to give up.)
The basic shape of a sail is made up of many strips of canvas, each about two feet wide, which overlap each other at the edges. (A full set of sails for a good-sized square-rigged ship contains hundreds of pieces of canvas. Maybe close to a thousand.) Many additional pieces of cloth of varying thicknesses - reef bands, head linings, leech linings, bunt linings, etc., etc. - are stitched to it. Pieces of rope and, from the mid-nineteenth-century onward, iron fittings are attached to it in various ways.
On a model with furled sails most of that stuff can safely be ignored, or faked in one way or another. But when the sails are set, those items are pretty conspicuous - especially if the light is shining from behind the sail. Then the thicker portions (i.e., the narrow strips where the individual cloths overlap) look darker than the rest. Another phenomenon: opaque items that are behind the sail when it's backlit show up on the surface of the sail as silhouettes. (Watch the movie "Master and Commander" to see what I'm talking about. Especially the scene near the beginning where the crew of the Surprise is repairing battle damage, and the rigging is full of people - and backlit.)
If I can ever figure out a way to reproduce all that in a model I'll give it a shot. Until then, I'll stick with furled sails - or bare yards.
Youth, talent, hard work, and enthusiasm are no match for old age and treachery.