So the key factor that made aeroplanes practical at the turn of the twentieth century was lightweight internal combustion engines. Since you need this invention for a propeller driven lighter than air craft, these don't exist before aeroplanes because they depend on the same key technology. (After airplanes, Zepplins and other lighter than air craft with engines become practical)

Sails like on ships depend on a keel or similar device in the water to sail against or perpendicular to the wind as well as a rudder in the water to steer by. Without the interaction of forces caused by the friction with the water, you can't use sails to control the direction and velocity of the vessel. In a balloon, there is no water or second fluid (or surface) to steer with, so you're going to go essentially at the same velocity and direction as the body of fluid you are immersed in, the wind.