Hi, and welcome to the British Expat Forum
Things may have changed since Kay and I left Delhi in 2004, but back then India wasn't generally favoured as a beach resort (with the possible exception of Goa), for several reasons:
1) The lack of any beach resorts with decent facilities at a reasonable price - Indian hotels tend to be either five-star (at least nominally) with prices to match, or budget dives, and there's not much in between.
2) The culture. For the most part, India's pretty socially conservative (though not to the extent of Islamic countries), and doesn't really do the sun, sea & sand stuff - with, as I say, the partial exception of Goa.
3) The substantial distances involved - as you'll already know, Delhi's a looong way inland! And, on a related point:
4) The cost involved with internal flights - although Jet Airways were quite a bit cheaper than Indian Airlines, they were still a lot more expensive than comparable carriers within the EU. Things may have changed in the last five years; I'm not sure.
5) The beer's not much cop.
So we used to go to Thailand. The flight involved is longer, of course - just over four hours instead of, say, two-and-a-half (and the timing's horrendous - the flights to Bangkok take off after midnight and arrive there at dawn). But the Thais certainly know how to do beach holidays - including the kite/windsurfing you're after.