Until the sails were "set" they did not provide motive power. Therefore, until you had "set sail(s)" you hadn't really departed, hence the term.
WWG1WGA
Garde la Foi, mes amis! Nous nous sommes les sauveurs de la République! Maintenant et Toujours!
(Keep the Faith, my friends! We are the saviors of the Republic! Now and Forever!)
LonePalm, le Républicain du verre cassé (The Broken Glass Republican)
I recall being “Three Sheets to the wind” in Hong Kong (as opposed to a “Four Engine Run” in Olongapo)