I want to her to develop some confidence in herself rather than in a
confidence that I probably won't fall overboard.

It's common for one person in the couple to have stronger skills at an
activity than the other. It is also common in those circumstances for the
more skilled person to cover for the other, which really hinders both.

Would she consider taking a course on her own to avoid this common pitfall?

My wife and I took most of our sailing classes together. However, she took
one class on her own, attended several clinics on her own, and raced on
several boats before joining the same crew as I am on. It was a good
experience, and she is more confident in her own abilities as a result.

Just a suggestion.