Upwind body dragging should be regarded as an essential skill. Many beginners are worried about losing their board while learning. Some use a board leash to connect it to them - this is very dangerous and should be avoided. You can retrieve your board when you lose it by body dragging back upwind.
Once you have learnt upwind body dragging you don't need to worry about losing your board. You can recover it even if you have a big crash and get hoiked downwind it. The technique is similar to kitesurfing wind, expect you use your body and one arm as the keel.