Not very efficient sailing. Now let us compare downwind. However, it will not steer the right compass course. If you have sea room it is not very serious to go off your compass course for a short while. The crew will soon notice that the motion of the boat has changed because of the different wave pattern.
Sails have to be changed or trimmed, just as with a human crew.
The autopilot will follow the compass course. If the wind shifts, the autopilot will still keep the course but the boat will jibe. An uncontrolled jibe is serious and not a very pleasant experience. Some autopilots have wind input as an option, but it is our understanding that most autopilots seem to run best on compass input. This is easy to understand if you consider the motion on top of the mast in bad weather, because that is where the signal originates from.