Like most mammals, whales are very buoyant. It does not take much energy for them to keep their blowholes above water so they don't drown. The reason they dive is not that their mass drags them down, it's because that's where they find their food. Of course they're not as buoyant as seabirds with their hollow bones, who can fall asleep and stay nicely perched on top of the water. An unconscious whale could very easily drown. They solve the problem of sleep by having each brain hemisphere sleep separately. I've always wondered if when one wakes up they have to do some furious communicating to catch up on the news. What makes you think that they always head for land? The fact that this is where we find them? How many die in the ocean and sink to the bottom where we'll never find their corpses?