For the magnus effect to work you have to have wind and rotation of the sphere must be big enough. By gymbaling the force could be only steered up or down while still being perpendicular to the wind. But it sure would be a small force.
The sphere would have drag coefficient of 0.5. I guess if we want to be run by wind this is good to have relatively high coefficient.
At 10 kmh the force of drag is of about 1 Mega Newtons, at 20 kmh its already 3.5MN. Wind turbines then have to be 3MW and 21MW respectively.
I guess thats why moving in the wind is a good idea.
PS: If one would hoist 3 A380s to it it would be moving at about 12kmh
