Yes, gales can be quite 'pleasant.' If you look at Beaufort's
scale, a gale is 'only' 34-40 knots of wind. A 'near gale' is
between 28 and 33 knots, that is, a typical afternoon near the
Golden Gate.

If you're running with it, or reaching across it, and in a large
and/or sturdy vessel in an area where the profile of the bottom doesn't
cause the waves to do funky things, a 'gale' of wind is good news
indeed.

Said heavy/sturdy vessel takes a lot of wind to really get going,
and in a gale you can get some good speed with relatively small,
snug sails. In the 'tradewinds' gale-force winds are not unusual
at all.

Hence 'once more we sail with a favorable gale' and such.

Beating upwind into a gale on the other hand, can be quite
unpleasant.

Inshore, a gale is a different story. Small vessels made for use
near land often can't use that much wind, and bad things can
happen. Also, near shore the bottom will 'shoal' which amplifies
the effect that the wind has on the water, and nasty, choppy,
seas can be a result.

Blowing off-shore, it can take a hapless sailor out to sea,
out of control. Blowing on-shore, it can run you on the rocks.
'Masts and yards and broken spars come drifting to the shore.'

Part of what makes the 'gales of November' so dangerous on the
Great Lakes is their sudden onset along with a profile of the
bottom which churns up some waves which are vicious in both
size and shape.