As you know you cannot recall or go through a gate while dragging something heavy, the game doesn't let you. Well, that doesn't apply to a high seas boat, apparently.
If you get on the boat once by clicking on the rope, then get off again, and use a very simple in game macro for "last object" you can press it and you will be on the boat again. Now, if you drag something extremely heavy that you cannot even carry and you pick it up near your boat you can hit the last object button and you will be on the boat with your heavy load.
I find this very useful at IDOCs when I want to drag a commodity box to safety, for example, but I'm sure it has other uses, perhaps dragging ore while boat mining etc?
Anyway, maybe not a bug exactly but probably not intended. So long as the last thing you click on is the boat's mooring rope the macro will work to get you and whatever you are dragging onto the boat safely.