Wendy-
try it sometime. Head somewhat off of close hauled and let all your sails flap- you will still be moving but not fast obviously. grab the boom with your hand and pull it towards you without steering and you will feel the boat head up. then do the same with the jib and you will feel the bows head off. It has to do with the center of effort in the sail relative to the daggerboards/center of resistance of the boat.