Then how do you land if a breeze picks up? Do you stay in the air until the wind stops? By then you could be in the wrong country...or out to sea.
I think the idea is to fly when there are no breezes.
Theoretically you could drop an anchor and hope that it catches onto something. However the dynamic forces could be strong enough to tear the gondola open. It's one of a million reasons why we don't use "lighter than air" aviation anymore. To stay in control you need power that is stronger than the forces of nature.