Another way to think about weather helm being good

The combined lift to windward of the hull, keel, and rudder must equal the force to leeward from the wind. You know the forces are balanced because the boat is not accelerating or decelerating sideways (although it will be slipping slightly sideways at a constant speed to leeward -- that's leeway). With a little bit of weather helm, the extra lift generated by the rudder (to keep the boat on course) will reduce the lift needed from the keel by an equal amount. Therefore, the little bit of drag on the rudder is somewhat offset by reduced drag on the keel. However, if the boat experiences lee helm, then the lift generated by the rudder (to keep the boat on course) is in the opposite direction from the lift generated by the keel. Therefore, the keel will have to generate more lift to balance the leeward push of the wind. This will increase overall drag and slow the boat. Even though the lift from the rudder and keel are in opposite directions, the drag is the same direction -- backwards!