Most people never need a trysl.
But if you do, you need to be able to set it very easily and quickly -- as easily and quickly as any sail change you might do while racing. Very few boats are rigged to do this, so they don't get used as often as they should.
Why trash your expensive main when its blowing past 25 or 30? Unless you are an 100% committed racer with unlimited funds for sails. A trys'l is cheap. Mains are expensive!
Usually, once its blowing 25 or 30, you just want to get things calmed down, more comfortable, safe. As mentioned by Dave on S/V Auspicious above, you really, really want to ensure you don't lose the ability to go to windward in a blow. Your windage increases by the square of wind speed: 30 knots is 4 times the windage as 15, so you flat out will never be able to point as high in 30 as you can in 15. Its impossible. But you sure want to be able to get upwind as well as you can.
Also, don't forget that big winds mean big seas. The reason you sheet a trys'l to the rail is so your boat will not tack by itself in the big and almost always confused seas of heavy air conditions.
A flat sail flying from a track on the back of the mast is less windage than a bare stick, and it stabilizes the rig. These are good reasons to have a trys'l that goes about 2/3 of the way up the mast. Also, a larger trys'l means you will actually use the dang thing, instead of destroying your main.
Using the arrangement seen (but obviously not used) by the original poster leads to a LOT more compression on the mast, which will de-stabilize the rig. It will lead to much higher windage, which will probably prevent making any way to windward. And the sail will be too full, and boy do you ever want a VERY flat trysail!!!
Having the trys'l on its own track, that goes down to near the deck well below the boom, AND having its own halyard, makes actually using a trys'l easy. Otherwise, its such a hassle you will never do it, and if you do, you will never do it again!
By having a dedicated trysl halyard and dedicated trysail track, you can first hoist the trys'l and THEN drop the main. And vice-versa when the wind drops again. This greatly reduces flogging, which is a significant danger to people and gear. And it makes the entire process quite easy.
Since the vast majority of time you don't need a trys'l, you can usually just leave a messenger led. When you might need a trys'l, then put the sail on the track and lead the halyard.
When do you need a trys'l?
If you race, you may well need one, simply because you have given up the ability to choose your weather (in other words, you are not acting in a seamanlike manner).
If you are not going very far, you can just choose your weather and avoid the gales. Even if you live in England.
If you are going on "the Milk Run" you won't use one.
You need a trys'l if you are going anywhere with a long heavy air beat. Examples include: Sailing from Southern California up to San Francisco or the Pacific Northwest; Sailing (not motoring) the Baja Bash; Sailing (you won't be able to motor) from Panama to anywhere in the Caribbean; Crossing the North Atlantic or other high latitude voyages.
Many people try to just motor around when the wind comes up (like motoring from Cabo to San Diego). However, motoring into big seas leads to all sorts of fuel problems, and causes lots of pain and suffering when the inevitable gunk in the bottom of the fuel tank clogs your filters and lines.
Sailing upwind with a well set up trys'l rig is easy, safe, and cheap. And fast, because you can still use your real main easily, and you won't destroy that thing so it will keep a good shape.